Yes,this is very big question.No 1 answer thats for sure.Depends on various factors such as terrain, game level,# of players,size of map blah blah blah.
But....I would say you definetly need to find specials for your early cities.Someone will have a whale or something so its ok to look around for abit to find some.If playing 2x,then specials are even more important.
No barbs from huts before founding your first city(for a few thousand years anyhow) so its safe to enter with settlers or on 2nd move point.VERY good to get some 4 legged units out and aggressively explore the map.You can find more huts,future city sites and other civs.If you don't find units,build some and send them out.When I've seen players having great games, it is invariably because they very aggressive in early exploration.
Then again,you could send your settlers in a loop for 8 turns and end up building right where you started.
After founding,I would not enter huts on move 2 if it can be avoided.The exception would be huts inside city radius'.Barbs can end all exploration fast if you take the chance.Are you feeling lucky or not?
Conversly,getting 2 or 3 non monarchy prerequisits can be devasting.
Gold is good.Spend it early to rush settlers.
EXPAND as fast as you can.Humans are much,much better at getting civs started than the ai and you need to keep up as humans don't slow down or speed up to somewhat match your pace as the ai does.You need to lay claim to territory.The best way to do this is to settle it.If you don't,someone will.
Wonders will be built much faster.Much faster.If you don't get in on the wonder party early,you just might not get in at all.Be flexible.I guarantee you will not get all the wonders you get when playing solo.Any unit can be disbanded toward a wonder in an emergency "finish it or lose it "situation.
Recognizing which wonders you have a good chance for is not so easy.Huts can play a role.Pottery and a few cash huts can gaurantee the Gardens.Or not
Your science advisor screen can help here.Techs appearing in WHITE lettering are techs that you have discovered FIRST.ie-if you are going for Philosophy and Writing and Literacy are in blue letters,then you can probably forget about getting it first.
I personally,being somewhat paranoid, like to go way overboard on defense.Makes me unattractive to attack but also makes me pitiful and backwards sometimes.Vet pikemen can defend for long time.But you must stay alert.Humans won't attack by sending units in a non organized fashion.No..they wait and send 7 triremes of vet crusaders.They send a vet pike and settler to build a city on your capitol's goldmine.They send a dozen diplomats to sabotage every city in site.They use diplomats to turn your attackers into their defenders.They ravage your coastal cities with ironclads..the list goes on and on.
On the left side of the city screen is box that if you click on the units that are in the feild,you get a pop-up with some info.One of which is:location-near xxxx.Use this to find others.
Only way is to jump in see what happens.Allow yourself a learning period.Expect to be wiped out or way behind on the powergraph.There is much to re-learn.
Don't take it personally.Have fun.
and finally,this gem of wisdom
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In a MP game I only care about getting a good ally. Nothing else is as important.....Xin Yu
