Some random tips from a recently-returned player. Feel free to add your own.
City site choosing[]
Best on a river with forest or jungle so that there's always good production even though less food than a river grassland. You should also spend the first two turns looking for the coastline, as it will later improve your food with nets.
Next steps[]
Warriors explore[]
Build several Warriors - a dozen or more if on a gigantic map. Send them off - diagonally and along rivers where possible - to find stone circles. Very small risk of barbarians; usually rich pickings. Beat your rivals to them; AI is slow and not careful to explore. The second or third warrior in each very early city and the first in later cities might be best kept at home fortified in case of rival units. Nomads should lock with their finders and head for good sites near the capital. Cities created by lost tribes should be immediately disbanded (from the cities menu); the resulting settler should lock and move as for nomads.
Wall[]
Research Stone Working ASAP (requiring Mining and Toolmaking) so as to build walls and (among other things) completely frustrate enemy slavers.
Bureaucracy[]
It needs Trade, which needs Writing - unless you are lucky with stone circles. Get to it soon so as to build diplomats (which stone circles don't give you) to establish embassies and trade advances as much as possible.
Insertion in Production queue[]
Click the item you want to sit below what you want to insert, then add the new item in the usual way.
Careful if switching "up" to Theocracy[]
Cities close to the 74 level could be in trouble because the number of effective Martial Law units is only 1 (as against 4 for Tyranny and 3 for Monarchy).