I eventually figured out how to play, I just needed to start the first quest I was expecting a tutorial bit the second I started.
One thing I think is needed is just a message to say, talk to this guy to begin your game.
I am really enjoying it, I chose the Greeks because I just like the style and stuff a bit more, Sparta and all that, lol.
Really fun game, so much so that I actually bought the Greek premium civilisation .
I love the strategy, but I am still learning.
The only problem is that you need a constant connection to the internet and the router is a bit dodgy from time to time, 2 times I have been at the end of a long quest and I have lost connection to the server and had to start again.