Well...talk about an intimidating game!

[Baalz]

Check out the Strategy Index sticky to for some insightful write ups that people have done about different facets of the game, nations in particular. It's a whole lot of information there, but a good place to start might be to pick a nation that you like and play around with some of the different suggestions written in the relevant strategy guide. It kinda gets you in the head of somebody with more experience playing that nation and limits the scope a bit while you're trying to get your bearings.

[Jazzepi]

I find that the extremes of the pretender design are a good way to start. Finding a good middling pretender requires a lot more finesse with the scales and a better understanding of castable magics and forgable items.

Going with an awake wurm pretender with dom 10 and good scales is a pretty easy way to start.

Jazzepi

[thejeff]

Many the monstrous SC pretenders do very well in the early game, but lack the equipment slots to be true late-game SCs.
Once you've got at least Construction 6 and the gems and paths, I'd bet on the Father of the Sun against a Wyrm any day.

And the undead SCs, like the Ghost King, have their own weaknesses, which are hard to compensate for, once your opponents have the research to target those weaknesses.