(hehe first post for me)
I usually start with a worker, then chop a settler. That is, of course, if you go for Bronze Working early. Other possibilities may be worker, then chopping another worker, then both chopping the settler. Your city wont grow for some time, but you are setting a base for future growth.
Case you got water resources, its nice to start with a boat, which means you can grow to size 2 before halting your growth while producing a worker or settler, and usually means they will be produced faster because of the extra working tile.
You will also learn that barbarians can be a pain in the ass, so always escort your settler with your initial warrior, or one that you produce. A good way making sure that all your settlers and future cities are protected is to go for warrior -> settler -> warrior -> settler built for the first city or two.
Though im not a pro of any sort =P better listen to what other guys have to say here.