Classic Startup Tutorial
The first thing to do is to start exploring for land. Explore as much as you can, every tick for now. Later on it will get too expensive, but that's not anytime soon.
Balance between putting buildings on the lands you've explored for, and saving them to build structures on. The Structures allow you to research more things, the most important at this stage being raising your County's level. Each level gives you a whole new set of structures to build, including the ones needed to reach the next level. It's always a race to get to the highest level (it's called "Province"), because there you can build the structures that let you build the strongest troops. So I usually save about 2/3 of what I explore for, and use the rest to build houses and barracks on my Plains, at about a 2:1 ratio houses:barracks, and on Gold Mines on my Mountains. I'll throw a few on everything else (except fortifications, never build them, they don't do much for you)...lumber, stone, coal, iron.
Always try to have something researching at all times. This won't always be possible though, as you're saving up resources for structures.
For the 1st 2 days or so, you should be filling your Barracks spaces with thieves and scouts. Scouts let you explore more land per tick. But don't create more than 10k or so, you'll never use them again later in the game, when exploring becomes too expensive. Thieves you can never have too many of. Use them to steal resources from the random tribes that pop up throughout the kingdoms (they're AI, not real players). 5-10k should let you steal from most tribes, just never let your thief rating to get to 0%. If you do, anyone can steal from you just by sending a single thief. You start at 100%, and lose 25% every time you try to steal, and you gain back 25% every tick.