The Wild Walkers are probably the closest to a standard 4x game, relying mostly on stacking industry to get ahead.Every faction has dramatically different gameplay mechanics, unlike Civ.In terms of unit upgrades, prioritize Damage a little more over Attack, and try and get Initiative as high as possible.You'll never get enough Hyperium or Mythrite to support armies unless you're the Vaulters, so just give your Heroes those weapons. Titanium and Glassteel are good enough weapons and armors for most of the early game, especially if you get a Tier 3 Titatium/Glassteel tech.You'll probably want to get the new resource extractors when you hit a new Era, and work in some science improvements to prevent research taking too long.
Each District reduces city approval by 10 and any food on the hex by one, but increases production, science and influence output by one. Districts Leveling! For every two Citizens in a city (or one for the Necrophage), you can build a District in a hex adjacent to your city.You can access every Strategic Resource (titanium, glassteel, etc) and Luxury Resource (dyes, spice, gold etc.) via Extractors.
Avoid the Necrophage, Roving Clans and Cultists until you have some experience. Afterwards the Vaulters for straightforward science-based play, or the Broken Lords to learn the importance of rivers and oceans. The best beginner faction is the Wild Walkers, who get an easy questline, production bonuses and the best Tier 1 military unit in the game.The game length you pick affects the production cost of improvements/units/etc.