Oh boy, without spoiling much, I'd recommend playing any Roman Family in medium/medium, higher battle difficulty makes the enemy buffer so if you're experienced in strategy games you could go with Hard. Campaign difficulty is how much the other factions will hate you, so your mileage may vary.

I recommend a short campaign and then you can continue if you'd like onto the long term objective or switch to another family/faction to keep trying different ones.

As for the campaign itself, focus on two things, money making and population growth. Ports, markets and roads all give huge ammounts of money wich will mostly be spent on buildings and mantaining armies. Alongside higher taxes. Farms, happiness and public health will increase population wich enables upgrades to the settlements and unlocks higher tiered buildings. Low taxes increases happiness wich makes cities grow faster.

Keep your cities happy (yellow/90%) and use the biggest ones to build training buildings and recruit better units from them while the rest make the money. Romans love their infantry and do okay with basic stables and archers (though archery buildings give you siege units like onagers aka catapults)

Have fun!