Settle expos on hills whenever you can. The extra hammer makes a huge difference in the early game.
Early focus (after a couple scouts, monument, worker, maybe a shrine, and at least one archer) is libraries in expos then National College in the cap. That will take care of your science. After that, at King, it should be all fun and games.
Don't stress about being behind in the beginning as you will catch up pretty quickly if you keep your game focused. Don't get distracted by wonders. Any units you build should be actively in play, either killing barbs or at war.
Denmark is lots of fun, the early siege units actually work: land, set-up, shoot, back in the water -- all in one turn. The zerkers are basically tanks.