The first thing you'll need to do is find a nice spot to build your first city with your Settler unit. You should also have a warrior unit which you will use to secure the surroundings, as your city is quite vulnerable at first, mostly if some barbarians are close.
Then, you will have to choose what to build in your city (as well as city organization). You can build units and buildings. Each of them with their advantages and drawbacks. use and abuse the Civpedia to know all the units.
You will also have to choose which path you will take on a science point of view. You will decide if you want to learn things which will help build better army units, units for discovering the area (land and sea) or for better buildings.
The main things is that there are several ways to win the game. You can choose which way you want to look after depending on the opponents, their proximity, their aggressiveness, etc... Then diplomacy enters in the game...
Yes, it's quite a lot to master upfront. Play some games on easy level, focusing on one direction (units, science, buildings, discovering, diplomacy, city management, etc). You will lose but you will learn!
And as I said before, know your Civpedia to know the units and buildings and how to have them available (science). Then you'll be able to decide which way you want to go and how to achieve the goals you will set yourself.
Then come back with more specific questions to master all the different aspects of the game.
There are also some videos available, like this one (and the following parts of the series) which shows the first turns and how to start a game.