My goals in Antiquity are as follows:
1) Explore and understand the map
2) Establish diplomatic relations - who should I try to get on side, who are likely to be my enemies
3) Secure good land. No reset can take this away from you! Coastal access is great for the next Age, finding good locations for mining and farm towns is always useful, figuring out where the cities should be, etc.
4) Lay the groundwork for good cities later, i.e. considering both the best wonders for right now, but also which wonders I should be prioritising later, and making sure I have a spot for them
5) Levelling up Commanders
6) Building unique infrastructure, researching unique civics, and generally making the most of each civ
7) Figuring out a path through the rest of the game. I.e., based on my situation, which civ would make sense in the next Age and what legacy paths should I focus on