Thanks for the kind reply! But I played on King's level with no barbarians and no city states and even then it was difficult for me! I had to reload the game a few times to get my strategy right!
I wonder how people can win on Emperor, Immortal and even on Deity! Right now, I am too scared to even try playing on Emperor!
To tell you the truth, I like playing on Settler difficulty because I like toe feeling of bullying other civilizations!

But I guess that in the long run, this would never improve my gameplay! I am not a hardcore Civilization 5 player and don't have the patience to study the game in depth!
By the way, have you tried playing on Emperor difficulty and won?
I play on Emperor and win, but not always. I play standard size maps on epic speed, and I add a bunch of civs so there will be some action and competition. 14 or 16 civs in all, but low sealevel so abit more land.
I played 2 games as France going for cultural wins. One game my cap was on a grassland river, 2 stones and a marble and a horse, and 2 silvers. 4 squares next to it there was a spot with 4 cows and 2 horses (and a dye) within 3 squares.
These 2 cities quickly got very strong when I had workers out. I build another city, puppeted 1 more. And fought a few early wars against England South and germany North. I think I took lead in 800 BC, and from there on I just increased my lead through all the game. My 2 cities ended at 40 pop around 1900 when I won. I had by then a couple of more cities under my control and a couple more puppets out of ressource necessity.
But this game was a game where I bullied everyone else and did as I pleased, and never was faced with a serious threat and it felt too easy when I had secured my position.
The other game, I started in the midst of a big desert. I got 3 cities up, very low production just lots of river tiles for food. And I did not have a single horse or a single iron. I had to haggle to buy 2 horses and 1 iron for a catapult. At one point the last egyptian soldier fell as he climbed the walls of my capital, which stood it's ground with 1 hitpoint left.
I managed to hold on till gunpowder and the french musketeers, and it was payback time as I followed my plan of puppeting Thebes and razing another city that took land from my capitol. My good friend Babylon captures his last city just before I attack the city to be razed. I do it anyway and become unpopular. I write my name on the deathsentence.
I did this and spewed out more musketeers. With exp bonus and the heroic epic build, they were the strongest units in the world. I was the king of the world. In my overconfidence, I decided to wardeck a big threatening and very vocal China south of me. To get some exp for my troops.
I marched my army of musketeers and knights south into the hell of the cho ko nu. Into the hell of many cho ko nus. I lost a unit, and 1 more and was suddenly no longer on top of everything. I turn tail and start marching back. And Germany wardecks me, with a Landsknechtspam coming up from the southeast. And China pursues me with a finelooking army of her own.
Pretty soon I have 2 troops defending my south, and 2 troops defending my southeast against huge armies.
And I lose.
So it's not just about difficulty, it has alot to do with where you start, what chances you take and how things turn out.