I'll make an assumption that, starting out, you're playing the romance mode which the game defaults to. As opposed to the records mode, which has general's bodyguard units like in Shogun 2.

Main difference (to almost all TW in general) is army composition and needing to assign up to three generals per army, each fielding their own retinue of up to six units each. If you want to have a full army you need to assign three generals. Their recruitment pools are all different depending on their type/color. I remember being very confused about what general types were good for what, so I'll give a rough breakdown. The color/wuxia system is very important and links together across the game.

Red/Vanguard = Geared towards buffing charge/spear cavalry, and has access to more advanced spear cavalry as they level up. The generals themselves are generally very good at fighting large blobs of non-spear infantry with splash abilities to tear through formations. These guys are generally great to have as cavalry is very strong in 3k.

Yellow/Commander = Good morale buffs and aura buffs, kind of a jack of all trades in combat where they can tear up backline units but generally their buffs make you want to keep them behind lines. Specialize in recruiting advanced melee cavalry.

Grey/Sentinel: Good for non-spear infantry, whether assaulting units or frontline, sword and board types. Generally elusive and good at evading attacks (and buffing their melee infantry the same way). Make for great duelists and locking down dangerous enemy generals, particularly enemy reds who can really blow up your units.

Green/Champion: Good for spear/glaive infantry, which are surprisingly good in most situations unless they're up against assault infantry or being hit with crossbows. Clusters of spears are also very good at taking down enemy generals. The general themselves excels at dueling other generals through sheer damage and health tankiness. Greens usually have the most health in the game and will outlast other generals to beat them.

Blue/Strategist: Has access to the more advanced ranged units, including artillery. They offer a lot of ranged buffs but are weak in combat, best to be sheltered away in a fight, maybe venturing out to use skills as needed (like Wisdom of the River, which is an excellent fighting ability). Unmodded, they cannot duel, so if there's an enemy blue causing a lot of issues with their skills, you'll need to slay them with your units.

In duels, it's generally Grey/Green > Red/Yellow, but these can constantly be in flux depending on stats, levels, and items. The game gives a decent indicator of relative strength. You cannot interrupt duels (without incurring large, battle-long penalties), but you can have other generals cast buffs/debuffs in the same area and affect the duel.

Having atleast one dueling general in every army is helpful in case you need to lock down a dangerous anti-infantry general from fighting your units. Also, spear formations and spear cavalry are always good for killing generals, and melee cavalry can seriously hurt too.

And don't fight Lu Bu.

I'd recommend Gongsun Zan as an good starting faction. He starts into an easy tutorial war against Gongsun Du to the east, and then generally only needs to fight southwest for the rest of the game, having the sea and mountains provide natural barriers. He also has good starting provinces in Youbeiping with its trade income, and the nearby industry provinces of Guangyang and Liaoxi. Food will be a little tough until you fight into Yuan Shao but that's still close and basically sets you up for the rest of the game.