I think there are 2 things of significant importance:
1. The path to Military Tradition/Gunpowder: On Immortal and Deity, we can't expect ourselves to just completely self tech our way into these techs at the correct time, which means skillful tech trading with AI. This is a lot harder than it sounds, and I think, a skill that is very underappreciated. This requires some extensive study of the tech tree and how AI generally behaves when it comes to what techs they tend to prioritize, and other factors.
2. The unit preparation: Another underappreciated part of a very important step. Getting to the necessary techs is half the battle. This also requires some careful planning as well. Slavery isn't just about whipping away population, because one would need to make sure that cities can grow back to a point were they can be whipped again, as well as to maintain the commerce necessary (which means careless whipping down of cities would wreck havoc on economy which is vital during war), all the while making sure that we maintain constant stream of reinforcements.
makes it look all so easy, but based on personal experience, this requires a lot of practice. Not something that can just be all taken in and applied simply by just watching the video.
I personally think that the best way, once the basic fundamentals of the game is obtained, is to just straight away attempt games on Immortal. Die by the barbarians, by the AI, crash the economy, fail an invasion, or any other horrible things may come to pass, and it may be frustrating to lose games, but for the purpose of learning, I think losing multiple games on Immortal is lot more valuable than winning at Monarch or Emperor.