Sorry, dude. Work's been killing me. Haven't played for a full week now! I have to play today.
Settling strategy in Civ4 is a little counterintuitive. Food and food-rich resources are great for growing your capital and for making Workers and Settlers. Prioritize Food tech and improving Food tiles first.
Thus, worker first, as long as your Worker has something to improve. Otherwise, Warrior first. IF you have Fishing and a Seafood Resource, Workboat, then Worker.
After the first Worker, few recommend Settler next. For one thing, you'll rarely have a good enough scope of your land and situation to decide on which site to settle next. Gotta give that Warrior/Scout time to explore. You also gimp your early game defenses, and you stunt your city growth. Worse of all, your new city won't have any Workers to improve its tiles.
Worker-Warrior-Warrior or Worker-Scout-Warrior seems to be common. Definitely get the capital up to size 3, working 3 tiles for best effect. Improves your early teching, too.
After your first Settler, build a second Worker and send the first to your new city site. Your second city should immediately be working on something other than a Worker. It's costing you money! It needs to grow up fast so you can make it earn its keep. Ideally, you'll have a Warrior and a Worker accompany every Settler so you can get it up and running ASAP. As with the capital, Food improvements first. You might want a Monument or some other way to bust the cultural influence out to the second ring.
After your first Settler, grow a bit more, make some infrastructure, maybe a cheap wonder, then start your second round of REXing. Your Capital ought to be about size 4 or 5 by this point. 6 if you have an early Happy boost. REX harder this time. Your second city's Commerce and your slightly bigger Capital should allow you to grow to about 4-6 cities, so plan to make 2-4 Settlers, with the Worker and Warrior support.
There are variations on this. Settler-Settler for an ultra-early push can be doable if you have Gold in your capital, or you're Financial and have lots of Floodplains in your Capital, but generally, this is a good way to default.