As someone else who's relatively new, here're my two cents:
Jump in headfirst. Don't worry about knowing too little about the game. The fact is that the game is so deep, it virtually demands a trial and error process to get rolling. I've only been here around a month and already my knowledge has increased exponentially. I'm still occasionally having problems in the SP game when loaded up against impossibles, but I figured I'd jump into a MP game just to see what I could learn. And that's been quite a bit actually. Humans are so much more aggressive and unpredictable than AI -- sometimes to their disadvantage even.
Ask specific questions. Most of the people on this forum seem pretty accessible and willing to help you learn. Just be sure to forum search a bit if you think somebody else might have asked your question before you. The more general the question, the better the idea to search first.
As Gandalf P. points out, don't give up early. Even after you lose a Pretender and perhaps even your Last fort, it might be worth it to see what you can do. These games don't end quickly and if your forces are that diminished, odds are it's not like you have to spend a ton of time working out your turn.
I'd say pick a race and learn it really well and start there, but that's awful hard with this game, especially if you love several of them as I do. Instead, just jump into a game or two and then come back here and discuss your experiences with fellow players. You'll turn out fine, I'm sure.
