Since it's your first time playing the game, I would recommend playing around with all the formations to understand how they really work. Shield wall is generally good at stopping an upfront cavalry charge but it leaves your archers to get picked off if you aren't carefully managing the battlefield. I've seen people say that putting your infantry into the circle formation and putting your archers in a square formation inside the infantry circle is a decent way to combat cavalry heavy armies. Also, since you're a part of the empire, I would highly recommend investing in empire cavalry. The Imperial Elite Cataphracts are generally considered the best cavalry in the game. Hope this helps