The caveat here is that Age of Wonders 4 is a Paradox game, and as such is on the complex side of things. This is a game that you will have to play a few times before actually understanding it. I would say that it is less complex than Paradox's grand strategy titles, and that it is completely possible to just start playing casually without feeling too lost. But it is really advisable to play your first games on easy difficulty, and play on normal difficulty for trying out casual fun builds, before mastering the game and going to hard or brutal difficulty. At its core, Age of Wonders 4 combines the 4X strategy of games like Civilization with the tactical gameplay of games like Battle Brothers. That is complex, but extremely fun if you like both strategy and tactics. And the strong side of Age of Wonders is that it provides a huge amount of variation you can try out. Goblin pirates raiding an island map? High elf paladin-druids? Mole necromancers living underground? All of these are not only possible, but also perfectly viable to play. So I would like to provide some general advice for people who want to try Age of Wonders 4 and maybe feel a bit lost:

୦ Tactical combat is fun. While you can use auto combat, and the AI doing it isn't terrible, you might have more fun if you play battles manually, especially at the start of the game. Not only can you usually do better than the AI with a bit of practice (and possibly a retry if things went wrong), but you also learn a lot about the strengths and weaknesses of your army while doing battles manually. Getting the mix between frontline melee troops and backline support and ranged units right takes a bit of practice in manual battles. If your manual battle results are worse than the auto combat results, there is a "watch replay" function to learn how the AI did that. Don't hesitate in the early game to use your hero a lot, he is probably stronger than most other units you have and can take a few hits. Warfare spec is good early game, support spec is good most of the game, while battle magic spec gets very good at higher levels.

୦ The strategic part in most cases is about building a maximum number of cities, not too close together, to cover a maximum of resources, magic materials, and wonders. Units require upkeep in either gold or mana, with high level units needing both plus possibly some imperium. Thus the overall size of all your armies combined is limited by what your cities can support. You usually want to invest gold in your cities, in order to produce more gold and other resources to support your armies. Try to go for a mixed production of everything, food, production, gold, mana, research, draft; you'll see soon enough where you need to concentrate on later when you are constantly short of one thing. Which, depending on the build and the map, might be a different resource in each game.

୦ There are no wrong builds. Some combinations of cultures, traits, and tomes have more synergies than others, but at normal difficulty every build is viable. I literally tried to make the worst possible build with no synergies and one point each in six different affinities, and the game was still fun to play. Having said that, the motivation to start the next game can be that you realized something, for example that you need tons of mana if you want to use a lot of summoned creatures, and that you can optimize a build around that. But just trying out a culture or strategy you haven't tried yet can also be a lot of fun. Most of the time concentrating on one or two affinities gives the best results, but don't be afraid to mix and match.

୦ Free cities are a useful resource. Usually there is one free city close to your starting city that has the same race as you do. Try to find it early, give it your Whispering Stone (unless you chose a culture or trait that doesn't have one), and at least make the city your vassal, or even integrate it if you didn't reach your city cap at that point. For the cultures and traits that are opposed to peaceful diplomacy, e.g. the new Reaver culture, free cities are easier to conquer than AI players.

୦ With AI players, while the empire relations score is of some importance, the really important score is the grievances, resulting in a war justification score. You want that to be positive, so that you can declare justified wars when necessary, which have a lot of advantages over unjustified wars. Note that if you have a positive war justification score, it also means that the AI would need to declare an unjustified war if he wanted to attack you, so the balance of grievances is important even if you don't plan to attack somebody. If you have a surplus of gold, don't hesitate to pay gold to settle grievances.

୦ There are a lot of neutral enemies like monsters on the map. Again, this is a resource. They provide experience for your armies and heroes, while frequently guarding some resources. Monster stacks you leave standing get stronger over time. Especially monster infestations, recognizable by the red borders, are best to tackle as early as possible, before they spawn additional stacks of monsters that come pillaging your empire.

୦ Your empire is limited in size by the city limit. Increasing the city limit is frequently a good investment of you imperium, but it gets rather expensive quickly. You can exert some control beyond your core empire by building outposts with your heroes. An outpost can only control its own and one other province, and costs 10 gold per turn in upkeep. But if you build for example the outpost on a gold mine and control a neighboring wonder with it, the outpost will be a producer of resources rather than a consumer. In the early game, don't forget to build some outposts to grow into cities.