Tried this a few times. The first three times, I tried it on the Erebus map, and the map generator consistently spawned me somewhere that had no land connection to the rest of the map. Since that would've made the exercise a bit pointless, I restarted and finally switched to Highlands.
On my first Highlands try, I got killed by barbarians (!) pretty early to the game. In the second one, I had a promising start and waned several units, but then the barbarians stopped coming. I had the Amurites as a neighbor, but they didn't send units often enough to grant any serious experience. As a result, I started falling behind, up until I was finally hit by the combined forces of the Amurites, the Calabim and the Sheaim on around turn 210. Then I fell pretty fast.
Two lessons for my next game: for one, I was playing on Quick, like I usually do. I now realize that was probably a mistake, since playing on one of the slower speeds would give me more time to be assaulted by the barbarians and thus gather more experience and shades. Second, I was trying to fortify my whole valley, setting up archers on all the choke points. This required about six stacks, making each of them weaker and dividing the experience earned between many different units. I'm now thinking that it might be better to just fortify them all in the capital.
Runes seems to be the favored religion, and that's what I also went for. But then, might it be good to pick a forested map, first go for Runes and build Gal-Dur, then switch to Leaves? That will give a bunch of Ancient Forests and Guardian of Nature, helping give a strong economy even without improvements, and also spawn the occasional Treant.