I know I sound like a broken record but I can only repeat: watch deity LPs on Youtube. Not multiplayer. Yes MP wins are more impressive skill-wise, but it is played very differently- watch Elcee, Madjinn etc- they will also explain why the do and don't do certain things.
If you feel you have no idea what you should build in your city, that is a good indicator that you lost track of the red tape strategy which you need on immortal+. Ever had a massive army, losing at least 2 units per turn? You are doing it wrong. Think about every move. On emperor, it doesn't matter. Ever had workers just plop farms everywhere because after lux, you don't really know how to further maximize your play? Identify these situations- they are the weak spot.
Also something you will notice about deity players: they know 1. what the AI prefers to tech, 2. what they have already teched by looking at units, wonder pop-ups or (later on) spies to reveal the building order in the capital, and crucially 3. they know what tech will actually allow the AI to do what they are doing.
Knights, Lancers, Cavalry- do you know the difference by heart? For example, I used to blindly tech the bottom of the tree thinking that upgraded units are always superior to their predecessors. But when you can't be the tech leader throughout the game, how do you cope? Well, you have to know what units are vulnerable to others, their str/def and movement points. Deity players like to complain about how dumb the AI is, but let's face it, we players are even dumber when it comes to troop movement. How often do you send a unit around, not really knowing how many movement points they have left? Taking a chance, so to speak? I did that loads, and that cost me dearly. My first Immortal game I remember, I got mulled. Now, I can fight off Shaka with ease. It makes a difference, don't underestimate.
KNOW WHAT THE AI IS UP TO. Don't waste 35 turns on spying ending up stealing a 1-turn tech. Ouch! Check their social policies, their wonders. That tells you what victory they are likely to pursue. Be careful with diplomacy: if you have only one friend, try not to spy on him, use enemies first. Use the world congress votes to push civs into liking you. Don't prevent everything the AI wants. They have ridiculous bonuses anyway, extra culture for landmarks is not going to ruin your game- voting against it and pissing off people is getting you much more likely into trouble. Denounce before declaring war or before an AI is about to declare war on you, that gives bonus points if another civ denounces that same one.
An obviously, you can use "exploits" to ease into playing on a higher difficulty. Stealing workers from city states is shaving off alot of production, and if you feel you need to, you can trade GPT for Gold and then declare war, cancelling the GPT deal but retaining the gold. It is dirty play, but it might enable you to win the game, gaining experience in what you could have done so that you don't need to rely on an exploit.
Fyi: I play immortal- I lose on deity and win on emperor
