The main rookie mistake I see other people make (that I rarely do myself, but sometimes accidentally) is not spend their gold, especially in the early game when there's not much you can buy with it. Gold is a resource, just like food, production, science, and culture. But unlike those resources, it's a resource that you can spend any time you want to, on anything you want. Letting it sit there and do nothing is on opportunity you have missed to get a step ahead. The best thing to spend gold on is cheap things, and early, most of the things you can buy are cheap (besides Great People, and I'd also probably call Settlers not cheap). Why? Because then you can let your advantage go up in small increments, rather than one big one at once. You can also adapt to what is more important to do.
Early game, I spend most of my gold on builders and buying tiles, but will sometimes buy other things as well such as monuments or traders. If someone goes to war with me, I'll probably buy a military unit or two to help defend. If you were to waste production in a city building a builder, then you delay building other stuff that is too expensive to buy or even things that can't be bought (like districts). But if you buy builders with gold, you can chose the city that needs the builder the most at the time and build it there. Once you recruit Liang, you can move her around from city to city, buying a builder or 2 at each city before moving her again.
By extension, strategic resources and diplomatic favor can also be sold for gold and used in the same way. Piling them up too much when you don't intend to use them for their actual purpose is also a waste. Furthermore, strategic resources tend to go down in price as the game draws on. A civilization that may pay you 7 gold per horse this turn might decide next turn that your whole stack of 50 is worth only 1 gold.
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As many threads tend to do, this topic has degraded into a "what to build first" debate. Just because I disagree with SOOOOO many people here, I'll give my two cents for what it's worth (though I've done this before, and I don't think anyone cares anyway, but meh).
Keep in mind that what you build is always determined on map type, civilization, difficulty level, victory condition you are planning (if any), and the situation of the individual game, as well as individual play style.
You should almost never build a monument. The other options help more. Getting to the next civic isn't as important as you think, because by doing so you're likely to waste a done of culture that you could have got for free through an inspiration.
Builders are also something you should basically never buy first. It's extremely rare you'll be able to use all 3 of their charges right off the bat and they'll be sitting around doing nothing.
One of the other 3 options should be chosen because you need to explore as well as help defend.
Scouts are good at exploring faster, but as others pointed out, it never seems to matter to me. I don't meet city-states faster and rarely get any more goody huts than if I'd have built a slinger or warrior instead. Furthermore, if you need to defend against barbarians or another player, scouts are basically useless. However, for a civilization like the Cree that has a UU scout, then that's a different story. But generally speaking I wouldn't go for scout first.
I tend to go for a slinger first. They can be upgraded to archers for a small amount of gold if need be, and can also help trigger the eureka. They're also cheaper than warriors, thus you can get to your next thing quicker. Any civ with UU slingers or archers should definitely start slinger.
Other civs with UU's early like the Aztecs should go with that as well, otherwise, I generally don't advise the warrior start. Maybe if you've already seen barbarian horses? That's about it.
Another unique case is the Maori, who start off with a size 2 city AND a builder. Yet another reason why the builder shouldn't be built first. In fact, that builder can even help explore, especially in the ocean which is relatively safe this early in the game. I almost always start with a settler playing as the Maori. Also keep in mind I tend to play island maps (like small contients) or even cheat with Terra (hehe) so I don't have to worry as much about an army.
When not playing as the Maori, I almost always go for a settler as my 2nd thing. It helps me place an aggressive city in a good suitable location before my neighbor gets to it, and it helps trigger the inspiration for Early Empire. After building the settler, I generally go for defense if I need it or a district if I don't (usually Campus or Holy Site). My 2nd city will usually build a granary first, if available, or if not then likely a builder or trader. I also usually go for the pantheon that grants a free settler so I may also get a 3rd city before Early Empire.
EDIT:
Sometimes you'll be able to build 2 things before your city hits size 2 because you get an area with great production to start, but not good food (or you just chose not to use it). I had that in my current game (as Nubia) so I built a slinger AND a scout before my city hit size 2 and then I got a settler. I also got the pantheon for a free settler but when I had only 3 cities and waiting for Early Empire, trying to build a campus and 2 granaries, I had war declared on me so all production changed to archers (I rushed the tech, even without the eureka, because Nubia). So, as you see, game conditions can change what my "normal" build order is. It's all about your current game. My campus got delayed, but I won the war and then built my campus after. I even took one of their cities before finally agreeing to a lucrative peace treaty.