I think it was TMIT who said long ago something to the effect that the jump from Noble to Immortal is similar to the jump from IMM to Deity. In other words that last jump from IMM to Deity is huge. Still, you see many good Deity players around here that excel at that difficulty. Regardless, I remember myself that the going from Emperor to Imm had many growing pains at first. It's really the first difficulty that you pay for those small early mistakes. However, in reality IMM is really not much more difficult than Emperor once you learn. It's just that the flaws that exist in your gameplay is going to be felt much more at this level..
It's better that we actually see some of your games to really understand what your flaws are, which could still be many even though you appear to win frequently on Emperor. One assumption I can make though, if you do win regularly on Emperor, is that you have played the game quite a while now and at least learned some key basic stuff about the game.
Here's a few observations/tips I would make now though without actually being able to access your games:
1) I already mentioned attention to detail, but one of the major things I had to learn in moving up to IMM is that gameplay needs to be more deliberate. Micro your units (especially early) and cities every turn. Pay attention each turn or most turns to diplomacy. In other words you can't just go through the motion so to speak, click stuff, end turns and expect success.
2) If you have not figured this out already, the early game is vitally important in this game. A poor early game is going to kill you on the highest levels, whereas on those lower levels you might have some forgiveness to catchup later. If you want to learn now, my biggest key advice is focus your energy now on mastering the early game..the first 100 turns or so (assuming normal speed).
3) Improve worker management and make better decisions on improvements. This plays into the early game comment, but the point here is that every early worker turn ..every one of them..is hugely important..so if you are having them do silly things this is going to hurt you on high levels.
4) Tech path and tech trading. Make better decisions on your early tech path and setup good tech trades opportunities. On IMM you are simply not going to get away with teching stuff like Iron Working yourself (this is a big mistake less experienced players make..on well all levels). Understand what AIs prioritize tech wise (like IW) and tech things that you can trade around for stuff. A common approach on Imm is go straight to Alpha, or tech Aesthetics instead which is usually good trade bait once someone does get Alpha, which is usually relatively quick on IMM if you are on a map where you will meet several AIs early on.
5) Great People: I'm going to guess on an assumption of probably two key things that are hurting you significantly right now on IMM. Early game is one I've already discussed. The other is Great People. I assume you will need to improve in both these areas. Great folks, especially Great Scientists early-mid and bulb strategies are hugely important to success on IMM+.
6) Understand the AI, i.e., understand the leaders and their differences. That info is readily available here.
7) Make better decisions on how you settle cities. Understand that city overlap and tile sharing is actually a good thing.
8) If you have not picked this up yet, use binary research early. Don't jack with the slider or just let it hang at some X% between 0% and 100% beakers. Once you settle that first city and start running deficit research, run either 0% (max gpt) or 100% research...not in between...to fund the next tech. Likely sometime after Writing is in and you've settled 3 or 4 cities, you will probably max gold for a while as you build libraries using Aesths or Alpha as a placeholder.
9) While not all starting caps are suited to Bureaucracy, in most cases you want to develop a nicely cottaged capital - with cottages growing on river grass or flood plains. Cap will have an early academy early from your first GS. Bureau cottage caps are one of the most powerful thing in the game. Often you will have overlapped cities, if possible, helping grow cottages for the capital.
10) Don't just build stupid buildings. Another big bad habit many players have. They just want to build everything. Cities only need one building - a Granary - the most important building in the game. All other buildings are situational. Prioritize Currency (imo the most important tech in the game less BW) early either by teching it or trading for it. If cities have nothing better to do at the moment, then build wealth - or research if you don't have Currency yet. Otherwise, cities should be focused on expanding or killing somebody.
11) Lastly, I assume you must have some experience with slavery/whipping now. However, the question is how effective you use the absolute strongest mechanic in the game. More than anything, effective use of whipping and whip overflow is key to success on highest levels.
It reminded me of the first times I played on Monarch level. I was always barely keeping up and was forced into a domination victory with units either of the same era and or one generation behind.
