First, don't sweat it too much. I started playing Warlord as well on Small maps and when I got the feel of the game, moved up to Prince, then King, then Emperor. Anywhere above that is too stressful for me.
First, try playing TALL and PEACEFUL. This means you only have four cities at most that will grow to pop 20+ and fight only defensive wars. Why this mode? Simple really. It will allow you to familiarize yourself with city management and basic warfare.
You don't have to settle in place. It's best practice to move your warrior first before settling. Some Considerations on the first 50 or so turns:
1.) Presence of River - it will give good early game Food and Commerce. Both are important for a strong foundation.
2.) Hill - If at all possible, settle on a hill. This makes your city more defensible and less prone to getting sacked.
3.) Mountain - this could get you an Observatory later on, which is great for the science boost.
4.) Luxuries - this will determine your opening tech path. On higher difficulties, settling on them is IMPERATIVE, since it saves worker time by connecting the resource as soon as you get the tech.
What I usually do:
1.) Move my Warrior. Decide to settle or not. If not, move my Settler in the general direction of my Warrior.
2.) If a good place is found, settle. Build Scout. Opening Tech is Pottery (If I want an early religion) -> Mining (if there are forests to chop or mining resources nearby) / Archery
3.) Build Worker
4.) Build an Archer or two
5.) Sell ALL LUXES. At this early in the game, being happy does not matter much. Remember that you only need one of the resource to get the happiness bonus. All excess can be traded for gold (on standard pace, that's 240 Lump or 83 Lump + 5 GPT for full price)or other excess luxes the AI might have.
Early game, Archers are your go-to units for barb busting and defense. They are far more important to you than warriors. Aim to have at least four, then get Construction, so you can defend yourself more easily.