Fikes: Don't do worker to start. Not in this one. Don't get a settler so early either, it'll ruin your golden age chances. Heck, I usually wait till my 3 warriors are built before I even bother with a worker. What's he going to make? Farms? xD
Think of this game as a... fighting game. You're trying to chain combos here. You need to combo golden ages, combo wonders, combo unit abilities, etc. Golden ages are the primary objective and are so easy to get this time around. This is because they boost your production and gold by insane amounts (at least triple) and last quite awhile. You get them by spamming happiness. You combo wonders by doing say... Great Library to get to Oxford Library ASAP. Unit abilities should be pretty clear cut.
Try warrior first. Or scout if it's a big map. There's no real big benefit in going for Stonehenge either in this version as cultural victory is impossible (or ridiculously difficult). Better to get the first wonder as either Pyramids or Great Library. I go Great Library myself since it also allows for regular libraries and the free tech is amazing in the early game and works well with the writing tech required for Great Library, since the next step up is much harder to get but still very much needed. You're not going to be able to make all three on any respectable difficulty setting, so you need to choose what is more important to you.
My basic idea is to spam out military units constantly while occassionally, once in awhile, building a necessary building of some sort like markets or coliseums. This civ is all about combat. None of the AI are even programmed to even consider any other objective. You can bet most online players think the same way too. So get shittonnes of combat units of every sort. The only unit I don't recommend are siege units prior to the artillery of the industrial age since they have the same range as cities anyway, move so damn slow that the enemy can freely react to them, and aren't that useful on the offense. Great defensive tools though. If you have early game unique units, you have an amazing advantage (2 hoptilites can take out a level 4 city, 2 immortals can take out a level 6 city, etc.), so spam those too.