MP = Military Police. Under certain governments (despotism, monarchy, feudalism, communism), military units that possess attack and defense values (IOW, not artillery) can be used as MPs to help keep people content.
Spears are defensive units, not offensive. Every unit has A.D.M ratings. Attack.Defense.Movement. A spear is a 1.2.1 unit. 1 Attack / 2 Defense / 1 movement. So a spear attacks with exactly the same strength as a warrior, but defends with twice the strength. By comparison, a sword is 3.2.1. That's 3 Attack / 2 Defense / 1 movement. Also, terrain plays a role. A spear in a town on a hill with a wall can be a tough nut to crack. If you attack across a river, you give the defender an additional bonus. Beginning to make some sense? Fast units (horses, knights, etc) also have a chance of retreating if they're losing.
Your workers should, of course, be connecting your cities. But improving hills, mountains, forest, jungle and marsh takes longer than improving flat land (plains, grassland, flood plain, etc.). So if you have to choose between putting a road through a forest or across a plain, the plain is faster.
I wouldn't call the game lost, but you could have made a stronger beginning. Getting horses and iron hooked up would have gone a long way towards your tactical situation. The alliance that I mentioned would let you play the Germans off of the Russians until you get yourself in a better position.
Turning the lux slider down: It's OK to run a negative gold per turn. In fact, deficit research is a very common strategy. Research a tech, sell it to the AI for all the gpt you can squeeze, then use the AI's generous donations to finance your next research project. What's not OK is running into a deficit treasury. At Warlord and above (IIRC), the game starts automatically disbanding units or buildings when you drop below zero. But I think it's more advisable to drop science spending than to turn core workers into clowns . . . generally . . . there will be exceptions. Clowns only make happy faces. Citizens who work produce food, gold and shields. Which would you rather have?
Wonders: No, you don't need Great Wonders to win. They're fun. They're powerful. But they're not necessary. At least not for the standard game. Here's an example. You've got 128 shields invested in the Hanging Gardens at Hastings. That's 4 swords already. By the time it's done (300) shields, you could have built a stack of 10 swords or 10 horses. Think you could take Vladivostok with 10 swords or 10 horses?
In order to avoid civil unrest, all you need is at least as many happy citizens as unhappy. If you must use a specialist to avoid disorder, try using a scientist or taxman first.