#1 i hate despise and consider just about worthless the Civ4 tutorial. and also a bit creepy. if it didn't help you a great deal, i
assure you that is
not a sign in and of itself that you won't enjoy the actual game.
there is a huge learning curve for the game, due to the complexity. but the complexity gives it a long shelf and a huge amount of flexibility and different approaches to try. many people really really prioritize that in a game (i sure do)!
so, i say keep trying if it seems that you'll like it, which i think that you will (but i'm biased). if you get frustrated, take a break from it. it's a game, the purpose is to have fun not to tear your hair out. after all, everyone has limited free time to spend on games.
i consider
The War Academy much more valuable and informative than the tutorial. however, it can be overwhelming and i don't recommend reading everything before you jump in. i'd take a look at what's there, maybe jump into a game, and take a break to read up on what you want help with when you get to those points.
i'd also advise not taking things there as gospel when you're starting out. for example, people say "do NOT automate your workers". well, when you're starting out and have a zillion things to learn, automating them lets you focus on other things, and then when you get more comfortable with the other things then you can start figuring out the worker thing too. just what i'd do ... keep in mind that my advice isn't best for everybody

.