I learned to play CIV 5 by playing the scenarios - started getting my butt kicked at Warlord initially and eventually winning with each Civ playing deity. Learned a lot from the Viking scenario when I was a newbie about how seige cities and develop rapid effective offenses and, playing as England, building strong defenses.
Previously referenced MadDjinn video was my starting point.
To win as England you have to hold 6 cities and London. Because until you get to the immortal/deity level nothing major in early game comes out of the west you can see your natural lines of defense work best if you hold Chester, Stafford, Nottingham, Warwick, Northhampton and Stamford. Holding Oxford is also very helpful. Between the rivers, swamp and hill North of London you can hold off everything from the east, the choke point between Nottingham and Stamford enables you to stop everything from the North, and the swamp east of London connecting to the river that runs south of London and Oxford to the hills west of Oxford provides your line of defence against the South.
You do a lot of fighting which generates a lot of great generals - I use them to build Citadels - the cross roads south of London, the cross roads northwest of London and east of Oxford and just south of the crossroads between Nottingham and Stamford - all can be good locations depending on from where you are getting the most pressure. Throw in a couple of flanking forts when you have the time - especially south of London, and you can become impregnable.
Yori, Norwich, Ipswich, Dover, Chichester, Winchester and Warham once you get to any reasonable difficulty level are gone - forget them - you don't need them. Agree totally with Scheva - sell the buildings if you don't feel that's exploitive The AI sometimes forgets about Exeter and you can sneak one of your shires in there but don't count on it. The guys from the North are sometimes a little slow to come down to Lincoln but when they come it is not where you want to make your stand. Using your archers and Huscarl judiciously you can sometimes hold either Ipswich or Thetford for awhile, but don't lose any units trying.
First move is ally Gwennyd - the will give you two longbows immediately. Ally them first because they are on the road. When you have enough gold ally Powys for more longbows - but those take a little longer to get to you because of no road. Because you as England have the trait that makes city state gifts more effective the initial 500 gift lasts just about the whole game.
York is gone in a flash - just get your Pikeman out of there alive and let it go. Same with Wareham and Chichester - get the Pike out and forget it.
I find that careful use of your cross bow, the longbows when they get there, and your Huscarl will enable you to take out a few units in the Ipswich, Norwich, Thetford triangle and even hold a city for awhile. I emphasize careful because you do not want to lose any units early in the game.
Pull up your cross bow from Exeter before you lose Bristol and get him cut off. You now have 2 cross bows, 2 long bows, 2 pikes and 4 Huascal to defend your central region and that is usually enough to handle defense of the key 7 cities initially.
There are then two ways to go. If you want to go for record fast finishes set all your cities to max production, start the shires, use the tax money when it comes in to buy more defense units or workshops to speed production, and be really smart about fighting off the enemies. This can be hard because you don't have a lot of units and the enemy just keeps coming. Alternatively you can use your higher production cities - Chester, Nottingham, and London - to produce military units, grow a little pop in the other cities to get their production higher, maybe even create/buy a worker to make some improvements, then later in the game switch over to shire building. I actually finds this works better because after the early game the AI will never have as big a wave of invaders as you see at the start and you, by preserving your units, will have promoted ranged units that will prove devastating. But player who manage their units better may not require the extra units.
Occasionally late game you will see a half hearted attempt from the AI to come in from the West but by that time you will have plenty of units to handle that. At Deity there is an initial weak approach from the west that the Longbowman from your ally can usually handle.
Agree the Normans are the hardest - I found taking Chichester and Dover or Winchester (not both -not enough time) then going straight on to blitz London was the way that worked. After you take London you are seriously weakened but for some reason the AI doesn't come after you for awhile.