Ouch - Immortal seems too hard

Try Deity. I have been trying to get a good feel for it for the past few games, but all I see is every game some AI is getting a 20% literacy ahead over me.

Immortal is not that hard. Prioritize science and pick a timing that you feel comfortable to make an attack. Conquer your nearest 1-2 civs, stabilize your happiness, keep teching, get a bigger/more advanced army and keep going. If it's a peaceful victory, it's just about the same. Do what you have to do and if you can and if you can afford it for your chosen VC; take the war to your neighbours to gain some advantage.