There are mods and there are mods.
There are several interface mods that are must-haves, especially for a beginner. I'd suggest quick turns, info addict and numbers for diplomacy (don't remember exact name). The 1st tool makes the game much faster when you hit the "end turn" button. The 2nd one allows you to glimpse into things that are usually hidden and people need to guess them or discover intuitively. The last one will tell you exactly how important or how costly certain diplomatic actions are. It just assigns a number to all diplomatic modifiers and lets you know what actually is going on.
Mods described above don't change any game mechanics. They just give you more info and in some ways, it makes the game easier. However, an experienced player knows these things anyway so it's not that much of a help.
The 2nd kind of mods changes game's mechanics. I haven't found so far a single mod that wouldn't ruin the game entirely. This includes new map scripts that make prettier, more realistic maps but completely unbalance gameplay. Use them only if you're bored with the original game and you are never going to play multiplayer. All "rebalance" mods are tailored to someone's personal game style so even though they claim their mods are neutral or make the game more "honest", it's obviously not true. They most certainly believe their own claims but it's simply not true.
If you feel like experimenting, there are also mods that expand gameplay by adding to it additional eras (the prehistoric era mod is great and its author really listens to users of his creation, thus making the mod much better), or completely rebuilding the game by adding fantasy civilizations, custom maps and pretty much doing similar work to the team behind Civilization: Beyond Earth. For me this is a completely different category of mods because we're not talking about changing the game, but we are getting a more-less new game.
To sum it up, do search for interface enhancers but avoid mods that change rules of the game.
And when it comes to difficulty setting, play at king on a standard/continents map with something like Babylon, Poland or Ethiopia. If you win, move up to emperor. If you are defeated, experiment with king some more. In my personal opinion, everyone who has any experience whatsoever with the game should be able to beat king difficulty easily, provided that circumstances are favorable. Emperor is a good learning setting and the real game is played on immortal. Deity is rather annoying and forces you to use sleazy tactics. After the initial rush of beating the game on the highest difficulty, it's not really enjoyable. Immortal makes the game hard enough for people who don't like abusing certain game's mechanics and on deity one simply restarts the game if he spawns near Hiawatha or that russian cyka.