timppu: what I was supposed to do
Establish and nurture a civilization that stands the test of time.
Make sure that there is enough food. Irrigation will help. Also make people content. Military units may help, but do not base order just in that. The basic trilogy of buildings to have is granary, temple, marketplace. Libraries, science is important or you will lag behind.
Eventually you might find yourself discovering patterns in the game that illustrate similar patterns in real world history. Some teachers used the game with their students.
Also, it helps a lot if you can build some World Wonders.
Another thing: try to make the most of the strengths of your civilization. They might be especially good for different styles of play. For example, republics are good for business and science, worse for conquering other lands. You do not need to conquer other lands. You might need to defend your civilization, though.