I completed Age of Mythology a while back without any experience of either Empires or Conquerors, FWIW.
I suggest you play around with the various God powers to see which you like best. Build a settlement to the point where you are ready to choose a God and save a game there. All the powers are useful, but it helps to find which work best with your style of play.
Unit upgrades seemed crucial to victory in my experience. Play defense untill you have the structure which can add armor, strengh and stamina to your units. Basic units are too weak and fragile to be of much use.
Save up to get the myth creatures from the temples, they are wicked. The hydra was one of my favorites, it grows new heads as it kills.
One good tatic is to build a very strong resource base, get lots of production buildings, build a lot of units, and rush them into the enemy base. Repeat until the enemy is dead.
The Tutorial/campaign is actually pretty good. It has a fairly good interesting for a campain to teach you about all the units. It is pretty long though.
It’s hard…very hard. I can’t beat the thing on any level but easy. I’ve noticed that if you put it on any of the other levels, because the AI can keep track of more things than you can, it will build/develpe faster. I’d suggest putting the game on the easiest level, and only having one other player. Then just keep trying the different God’s. They are all radically different from each other, and require different tactics to use them to the fullest extend.