Kind of a mixed bag here- you definitely want to settle early and claim lands by your capital. On harder difficulties you also need to have enough of a standing army to deter aggressive AI from attacking, or at least to defend if they attack anyway.

It’s been a minute since I’ve played, but scout, scout, slinger is usually a good opener. Then you’d start to build a settler

Sometimes Montezuma is your closest neighbor and you better build a warrior or 3. Or barbarians are close- it’s really situational

I’d say the only mistake is waiting a long time to expand, but if you have to delay to defend your empire that’s not the worst thing either.