I made the mistake of advancing too quickly in my first world, as I found myself way behind in terms of military technology, to fight either other players or the AI (in acquiring Provinces). I found myself being given quests that took- I'm not kidding- 10 days or more to complete because the requirements for completion were well into the next Era's tech tree. I found myself having to trade up for huge amounts of Goods that I could not produce, and that takes time to amass enough of the Goods I could produce to trade. Plus, there really is no "must-do" incentive for speeding along, as the ranking are really not important to anything in terms of game mechanics.
Take your time. Build up your stockpiles of coin, supplies and Goods. Build and level some GBs (Lighthouse of Alexandria for the boost to supply production, St. Mark's for the boost to coin production, Zeus for the boost to attack and defense, Hagia (though it takes up too much space for its benefits) for it's bonus to Happiness and Forge Points each day are all excellent choices early on and even into later game in the cases of the Lighthouse). Do some fighting, do some trading, do alot of Polishing and Motivating. There's no rush.