Two words: Huayna Capac.
There are plently of great leaders, but as you're learning the game I think this is your best leader to go with. The stradegy is pretty solid for early learning:
On first turn if you have mulitple tiles that can be improved with farms (you start with agriculture) then make a worker, then grow to ~3 population, then make a settler, then stonehenge as your population goes to ~5.
Research polytheism first to nail founding hindu in your capital. From there, you can try and land judaism by going masonry then monothesim. You can normally get both of these founded in your capital for huge cash gain later in the game (while giving you organized religion for +25%

for stonehenge and every building after that). Then start snagging all the techs to open up metal casting (wheel, potery, bronze working) and also priesthood to allow you to create the oracle.
If you don't want to go for judaism, just start picking up techs that you need to improve the area around your capital and then get ready for metal casting / the oracle.
After you finish stonehenge and have all the techs for oracle and metal casting, create the oracle in your capital. Normally you can get priesthood before bronze working or potery and finish the oracle a few turns after you finish getting the techs for metal casting. When the oracle is built you use the free technology you get from it to get metal casting and have a huge advantage early in production.
Now you're basically set to get two great prophets in a row from your capital which you use to build the hinda shrine and jewish shrine for massive money to fund expansion while keeping your research slider high.
Later in the game you can build wallstreet in your capital (and found your corporations there) and have a HUGE cash making machine.
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In addition to having industrious / financial as the Incans, you start with your special unit which has +100% vs archers and combat I. This allows you to skip some military techs early on and muscle your neighbor if they are using archers. It's not a perfect strat and can obviously be tweaked based on your starting location, but it's a great way to get an early lead.