Start there.
For the rest... you've found this forum, so you made the best step already.
If I had to give only a few short tips it would be these:
- Play on level Regent (not lower)
- don't build early wonders
- build more workers
- play with different civs instead of always with the same ones
- learn how to use the luxury slider
I would recommend getting to democracy as soon as possible, and just don't worry about wonders early on. also workers are just as important as settlers
I advise to ignore democracy. To become a democracy you need 2 optional techs, costing about 4 turns of research each. Further you have to go through another anarchy. Anarchy is a very expensive thing if you are not religios. If you a big empire a regular anarchy takes 7 turns average.
Compared to republic the democracy has marginal lower corruption. Those savings would need a few hundred turns to equal the investment. So going for democracy will make you weaker for a few hundred turns.
Democracy is of some advantage at building railroads etc. fast as the "output" from workers is 50% higher than usual. Democracy clearly has some advantages. If Democracy did not come at the cost of an additional anarchy democracy would be suitable for many situations. But there a very very few situation where the advantages of democracy justify the rather high costs of an additional anarchy.
Going for republic as soon as possible is a proper advise. Leaving Despotism is of great urgency. Also republic offers much better research than monarchy and feudalism.
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