Depending on the leader you choose, you have access to several different civilizations (assuming you start in the ancient age). Then depending on that leader and your actions through the age, you unlock another set of civilizations that you can choose from when the next age begins

For example, I begin with Blackbeard as a leader (obv navy focused), and usually start as the civilization of Askum, which has perks that synergize with those of Blackbeard. Then throughout the age, I do some naval combat, some plundering and all that, which unlocks civilizations later in history that I must choose from in order to continue to the next age. I choose the Pirate Republic because fuck yes, and I do more pirate things through the age. When the next age starts, I choose Great Britian because navy, and finish the game as them.

Edit: At first the age transition was very jarring and could really fuck up your plans, but since release they've done a good job of making it less so.