My new world start these days if trying hard:
~1 week in bronze age; as much as it might be tempting to just get the hell out of it, it still seems to make what follows more painful if you haven't acquired a base of bronze age goods first. Do RQs of some sort - blacksmiths if low effort, slingers if really high effort; Guild hop through the autojoin guilds for coins and blueprints from aiding if it's an old world that you're new to.
race to settlements as soon as you're out of bronze age - start with egypt if you're any good at it as it's way more FP/day than others (despite the long timer you can finish it about as fast as the shorter settlements with the 2 nubian archer barracks vs everything strat (requires manual battles and knowing to surrender until you get the right start against the hardest hards))
unlock pvp arena - in EMA your easy fight will always be against a 0-boost iron age bot (since iron age players can't arena). often with a less than full army. The prizes are well worth it in a new city. You can beat many of these even with BA spearfighters which is nice early in a world; also you get a chance at prizes even if you lose the fight. Will also get your antique dealer unlocked on the way so you can start working on that.
work up your castle - try to do at least 5 negotiations a day in GBG & the daily challenge on top of fights somewhere.
From here it'd diverge depending on what you want to do in the world. EMA with settlements running and arena unlocked is a good place to sit while you work up the initial infrastructure for whatever your goal is.