Religion is optional. You can win by converting all other civs to your religion! For your first games it may be better to go for a science or culture victory however, since the religious victory requires that you play somewhat focused, while for the others you can just play along and they usually happen at some point, at least on Settler level
For the choice of which techs to go for, look at what the game has dealt you. For example, are you close to other civs? Then it probably is a good idea to research military techs, so you can conquer them (or defend yourself if they attack). If you are alone, you can research infrastructure techs first, and rely on archery to fend of barbarians.
The old question, builder or settler first? Again, it depends on the map. If you have a starting location which lets your city grow slowly, a builder may be good to build some farms. If on the other hand you have resources that give lots of food (sugar, wheat on floodplains, ..) then your city will grow quickly and you can do a settler first.
As for civics: A good first goal is to aim for Political Philosophy, which grants you the three early governments (republic, oligarchy, autocracy). Which to choose? Again, look at what your situation is. No other civs around? Go for republic and choose the Colonization (cheaper settlers) and Ilkum (cheaper builders) cards. Also probably Urban Planning card in the wildcard slot for some extra production.
If you have other civs nearby, it may be wiser to go for Oligarchy (or autocracy) and choose the Agoge military card (cheaper archers) to prepare.
Following a fixed way every time is not a good idea in Civ 6. You have to play the map - look around you for resources, potential threats (and opportunities), places to settle...all that will influence how you play and win a game!