One thing you have to remember is that Caravans only have a short range early on. If there isn't a city within 10 tiles of your Cap then it's not worthwhile to build one too early. Trading with a CS or whatever is complete trash after all. Do not build one until you'll have an actual trading partner.
A basic BO for a Pangea map might look something like:
Scout, Scout, Shrine (if you care about religion), Monument (ignore it if you're opening up with Tradition), Worker, Granary, Caravan, Library, NC. Obviously you have to include Settlers in there at some stage but that depends on how many you need and whether you're opening with Collective Rule or not. If you are then you probably want to build 2 as soon as it completes. If not then you can probably ignore the Monument (Legalism will nab it for you) and start building them straight after your Worker is completed. Once your Cap has 5ish food then that's typically ideal but I mean some starts are food-light and you'll have to Settle for 3 or 4. Work as many hills and such if you can to power them out. Use one of your Scouts to steal another Worker and immediately escort it to your first expo location to start working luxuries, horses, iron, etc. to sell if possible. Build Libraries in your cities and use the GPT from selling stuff to hard buy a Worker and a Library in your 4th city so that you can finish your NC at a reasonable clip. Use those 3 Workers to improve every luxury/strategic resource in your vicinity and sell as much of it as your possibly can. Horses and Iron can usually be sold for 3g and 1gpt PER to someone who likes you (or just 1 gpt if you don't have any friends). Luxuries sell for 6gpt to people who like you, 5 if they're a little pissed and 4 if they want you dead. Sell everything you can, even if means going unhappy for a bit. Hopefully you can ally a CS or two to mitigate that.
Once your satellite cities have a Monument, Library and Granary you can usually afford to build a Worker/Caravan at them. Get Sailing reasonably early to open a second route and focus on gold and BPT. On Deity early trade routs tend to give me 5-6 science per turn which is huuuuuuuuuuuge at that stage of the game. That's 10-12 science and 16-18 gold every turn for my 2 routes. That GPT will add up quickly and eventually you can sell GPT for lump sums so that you can buy Unis and such to boost your science further.
Personally I use my Caravans for trade routes and not food. Food is so bad if you go unhappy early on (which is basically inevitable) and so I'd rather get a big boost to science and GPT. Granted, you only get those good bonuses on Immortal+. There's no way that Trade Routes would give you 5bpt on say Prince. Still, I think that getting a lot of GPT is very important because I want to hard buy Universities, Public Schools, Labs etc. IMMEDIATELY and you need a ton of gold for that. I find that I typically struggle with happiness enough as is and growing my cities a bunch faster isn't going to help me very much. Maybe I'm just doing things wrong but I can't seem to keep CS allies on Deity when the AI can just pour gold in to them and churn out 10 cities to produce twice as much faith/culture/etc. as me. They can also rip through barb camps with their early units and so I find that it's even hard to complete those quests nowadays. My Archer or whatever is grossly outmatched by their armies of spears and warriors.