Some things I've learned from Civ4:
1) Before it can conceive a belief in One God, a civilization must first go through a phase in which it recognizes many gods.
2) Communist-style central economic planning somehow reduces administrative costs across your empire.
3) If you already have one Hindu temple in a 99% Hindu city, building a second one won't make anyone happy. However, if you make a Jewish temple instead, that will increase happiness even if only 1% of the populace believes in Judaism.
4) Nations will sometimes fight over religion, but citizens of different religions will always get along just fine. Even before the introduction of Free Religion, four or five religions can co-exist in the same city without any friction or civic destabilization.
5) To this very day, a ship under a Spanish flag will move a little bit faster than an identical ship in the service of any other country, because Ferdinand Magellan was working for Spain when he circumnavigated the globe.
6) It might take your fastest unit 100 years to get from your cow pasture to your capital city, but the beef will still be edible when it gets there.
7) Specific livestock animals and food crops can survive only in certain strictly circumscribed locales. They just won't reproduce / grow anywhere else.
8) Foreign films (i.e. movies made by a film company that is not based in Hollywood) do not have the power to make people happy.
9) New York was founded centuries before York was.
10) The great civilizations of the world are ruled by immortal demigods who have an uncanny understanding of the future. "The enemy city is garrisoned with axemen," their generals say, "Should we research iron-working?" "No," they reply, sagely. "Learn how to write. Your great, great grandchildren will need catapults."