[Executor]

While I agree SP doesn't give much in terms of improving your skills you should not avoid SP completely. SP can only help you so much but it can help, and it's better to learn basics in SP than MP.

Pick a nations that seems appealing to you and stick with it. Some of the more powerful nations like Sauromatia or Neif might be easier for beginners to play with.
Take a good close look at the nation and get familiar with it, what mages you have, troops, summon. What kind of spells you can cast, should you take a bless for your sacreds, etc. Read a guide or two to see the nations weaknesses and strengths, and possibly a pretender build.

Test your nation out in SP. Try a pretender build that just focuses on the early game first (first 30 or so turns).
There will be time enough to learn mid and late game strategies, and that can only be learned trough MP experience while being trashed, no guide or careful planning will help you there.

If you have a weak nation get a strong awake pretender to expand, etc. Your pretender build should be okay once you manage to get around 12-15 province by the end of year one. If you can't do that I suggest revising your pretender build. Since if you can't get that many when you're alone on a map you won't stand a chance in a MP game, probably even with other newbies.

Once you have your nation and a workable build try a SP game against the AI at impossible difficulty. Try a smaller map and don;t give yourself too much space, around 15 provinces per player. If you can win than you're probably ready to get into a newby MP game, if not, than keep practicing.

MP;
Focus on early game like I said, and try to take someone out, anyone. Fighting wars, any kind of wars is best training in MP, especially being on the offensive. If you think you can't take an enemy alone try to get someone to help you with a joint attack. Once you've survived early game try to improvise. You probably won't do very well with forsaking mid-late game strategies but at least you'll survive to mid game and you'll be able to observe how others perform. Try to mimic some tactics and learn a few tricks along the way. (how to place archer decoys, mage placements, raiding and thug tactics, communions,...)

If you're really having trouble with competitive MP games, than just ask for help or directions. I'm sure there's a lot of people who would be willing to take a look at your turn and give you some advice.

Some more advice from me for MP. Mages and spells are what the game is about. If you don't recruit a mage every turn and invest in research heavily you don't stand a chance. Site searching is very important. Site search as soon as you can everything you can. Recruit spies. For some reason newbs don't really like to make spies but trust me they are a very important part of the game. Build them in every indie province you find them in every turn. Troops and brute force is useful up until turn 30 at most, after than it's all about magic and gems. Get additional forts and start pumping out more mages as soon as you can. Don't spend money on troops when you don't need them, saving for mages and forts is better if you're not in war, and sometimes even than.
Diplomacy can be very helpful to new players. Try to get an ally or at least NAP with everyone except a player you plan to attack.