Welcome to Glest, PrinceAnthrax!
Glest's learning curve is actually quite slow, though part of the problem may be that you are jumping in too fast. Start with the tutorials, and try some of the easy scenarios as well before you try a full on game. Also, I recommend trying GAE or Megaglest (both found in their own categories on this forum board), since they have an "easy" CPU difficulty, whereas standard glest (generally known as "vanilla" glest) only has normal and ultra CPUs.
Glest is focused mostly on combat, and diplomacy doesn't yet exist in Glest, so you have to focus on a military. In fact, many games can get by with a single castle, and at the most, you'll doubtfully build more than a couple in even the longest games (the castle's only use is to store resources and produce the worker, so is usually built once per "base" that you make. You would generally build these bases near groups of resources, such as gold or stone). The first thing you should build with tech is a farm, since food is a must-have for survival. An army runs on its stomach. While that is being built, you can also build a barracks at the same time.
This is your source of military units, which will make up the core of your army. You'll also want to be producing lots of workers from your castle, because they will be the harvesters and builders, and you can generally expect to have 10 or so before you even start producing Military units (eventually you'll get into the balance of producing units with optimal timing, so as to get the perfect balance between growth and power, though usually games start largely biased towards growth, before power becomes crucial in late game).
The barracks can produce a few types of units. Of these, the archer is one of the most useful to "spam", though a balance of different unit times will be highly successful. Don't use just weak swarm units because they'll fall too fast, and don't use just expensive and slow units because they are too undernumbered to affect much. Find a good balance between different units with trial and error.
Once you have a strong military of 10+, you can focus on building some other buildings, such as the blacksmith (required to produce the guard, and also can produce upgrades to power-up your units, but those should be saved for late game), and the technodrome (used to produce the technician, a key unit for the powerful units of Glest).
Now, the technician can do a few things, many which require upgrades from the technodrome. Firstly, it can build a battle machine or air ballista to commandeer. Air ballistas are late game defensive units that can ONLY attack air units (the usefulness of them is controversal), while battle machines are much more useful with a brutally powerful melee attack and a ranged attack to boot. They can also construct the aerodrome, which produces tech's only air units, the mildly powerful ornithopter, and the slow, but incredibly effective airship.
Start with tech until you get to learn more about how Glest works, but once you become more skilled, you'll want to try the magic faction, as it needs more skill, but, in my opinion, is more fun. There's also literally dozens of mods on the Glest Board here, several which are magitech compatable. The Megapack (comes with Megaglest) contains some very high quality magitech compatable mods in its own techtree, while others like Dark Magic or Dwarves are also plenty of fun once you get the hang of Tech and Magic.
Again, I advice you to look at GAE, since not only does it have an "easy" CPU difficulty (great for starting out!), but it also has several other features that make the game easier and/or more enjoyable, such as auto repair, patrolling, and guarding, as well, some mods are GAE only, but utilize its extra modding features to create unique gameplay, such as Military.
Happy Glesting.
