Focus on leveling your Castle as soon as possible

The main objective that must be done early on is to get your Castle to the highest as possible level. It is best to upgrade to a level 10 Castle ASAP then catching up with the building upgrades later. Only level up the buildings that are required for castle upgrade.
Rise Of Empires Ice And Fire Gameplay
Rise Of Empires Ice And Fire Gameplay: Choosing heroes

Level up the most important buildings first

Once your castle has reached level 8-10, you can begin to catch up with leveling all the other buildings. Work on increasing your nation's population and ensure that all resource buildings are upgraded first, along with storages. You would get more resources from the world map later, but early on, the resource buildings are the most important. All other buildings except for those mentioned are not important, just catch up with them after Castle level 10.

Rise of Empire Ice and Fire Gameplay
Rise of Empire Ice and Fire Gameplay: Attacking other cities