I made the mistake of playing Civ1, Civ2 and Civ3 at Chieftan when I first started playing them. After looking back on that, I think that severely stunted my growth as a competent player on each game. As others have written on here at various times (I've been lurking for some years), it is "best" (open to interpretation and opinion) to start on either the "middle" level, being Noble or on an even harder level to challenge and test yourself. I have found that bumping up the difficulty level and moving out of the comfort zone does make you a better player (and also visiting here often). Sure, you'll probably lose the first few games badly, but treat them as a learning experience and move on.
I intend to treat this game as something I never did with Civ3. I want to be able to play at Deity and win.