You'll want to build your first colony :
- next to the sea (there are exceptions though)
- next to rivers (rivers yield +1 ressource for all tiles next to them)
- next to special resources.
1. Food is the most important resource. Sea resources like fish or clam are very good food tiles, although land tiles can be very good too with expert farmers. As far as I know, almost all land tiles are equivalent once unforested. The exceptions are hills and peaks (and I think marshes yield less food than plains for example).
2. Make sure your city has a good forest tile next to it (yielding 6 or 7 wood, depending if there is a river next to it). If not, you'll have to import wood.
3. I like to have a special resource like tobacco next to my first cities. Although there definitely are better ways to get money at start, having a tobacco planter on a tobacco resource can help your economy a lot.
4. Indian villages are a non factor for me. However, if I can see 2 good spots, and one is next to an Indian village, I'll settle the one in Indian territory first (cause you don't have to pay the indians for the first city).
Edit : BTW, using your caravel to explore the coasts and then reload is lame. If you intend to cheat, do it properly : use World builder (although it is clearly cheating, I find it to be a good way to improve)