>>2157998 (OP)
Start out with pikemen and never stop making them. Make formations out of them. 18 c. pikemen train very fast, they are the perfect cannon fodder.
Research the first upgrade on your mines ASAP, starting with gold. If you plan on a longer game, consider the later upgrades too.
Once you have an academy, research that tech which makes your wheat fields last longer.
If you have water access, make fishing ships, but not too many, as they clump up.
If you play as a euro nation, the best bet is to advance into the 18th century and make 18.c dragoons as your main damage unit. They deal 91 damage fully upgraded.
AI will make groups of merc grenadiers and archers that will target your mines.
Frigates are the best warship, but they build very slowly. You need to research a tech in the academy to speed it up, but it requires a lot of stone.
To siege the enemy base, make a lot of mortars. They are good against buildings, and their impacts cause splinters that kill nearby units.
Check out the mod "Imperia." It gives the game a much needed rebalancing, adds Napoleonic units, and a proper AI.