Who do you play as
What difficulty
Why that character and difficulty
I am having trouble getting past warlord
So just wanted to see where everyone else is
Still some good questions offered here.
I am hopping between emperor and immortal and I am indeed convinced that this is the biggest difficulty jump. I feel like I have also reached a stage where I intend to play more multiplayer than single player. I prefer playing all kinds of civs in SP to try and get achievements to inform me that I've played that civ successfully and to further diversify my understanding of each civ. It is very important to do this in order to dispel the prejudicial view of judging civs based on their UA on paper. Portugal is a good example of this, because although the UA looks rather dull, this UA actually enables you to have really profitable trade routes, with individual sea trade routes offering as much as 46gpt. In MP, the Shoshone are an awesome civ to play as, because each ruin gives you a big boost (NB: If you have 2 scouts and you touch 2 ruins at the same time, usually due to lag, you lose the effects of 1 ruin). You also have a small turtle bonus in case you encounter aggressive players.
As for OP's difficulty with warlord, it's all a matter of basics: consolidate the beakers per turn, build wonders that you need (don't ignore them), do lots of research here in CFC and also on steam guides, set a plan as soon as the game begins and have confidence and fun. You don't have to settle where you start but it is recommended that you settle down as soon as possible.
Another important thing to note is that this game has a balanced AI between good and fun. Good AI provides you with a challenge. Fun AI...rather self explanatory, provides you with lots of fun so you can enjoy playing and winning the game. Take advantage of all the tricks in the game to be the best. One example of a trick is to bribe AI civs to fight each other. It becomes very easy early in the game, especially if you have spare luxury resources, but be careful not to inadvertently create a runaway civ.
Also, keep an eye out for patch updates. They can change the game drastically. The most recent patch is a perfect example, as culture victories are now much easier, whilst diplomatic and science victories are 25% and 100% harder respectively.