Without seeing how you're playing I can't really tell what you're doing wrong, but here is my quick start guide:
Always settle a spot with 2 Essence at the start. Higher Materials are preferable to Grain, but it isn't strictly necessary.
Always cast Inspiration on your city the first thing you do.
If you don't have Meditation nor plan to do a magic strategy start, cast Sovereign's Call. EDIT: But replace it once you hit pop cap, of course.
Immediately go to your tech tree. Learn Civics. Continue researching here until you have at least the first two columns of stuff.
Got your first city? Great!
Find the nearby Level 1 Champion. Hire them. Use this champion to pick up goody items and deliver the useful ones to your Sovereign.
Cast buffing spells on your Sovereign (Evasion, Stoneskin, Regeneration, and Tutelage are good ones). Just make sure you have mana growth.
Capture as many shards as you can, with priorities for those increasing the above (if applicable)
Take your sovereign and kill everything in sight so long as you can kill them.
While you're killing you'll probably find a few spots to settle. Take the good ones. You only need 3-5 cities to really do well.
Enchant these cities with Inspiration as soon as they're down (if they have Essence).
That Civilization research done by now? Pick up Leatherworking, Training, and Mounted Warfare.
Purchase a horse for your sovereign.
At this point you can go in whatever direction you need but you've created a solid foundation with which is it very easy to win with, from my experience.
