[PrinzMegaherz]

If you are new to the game, you might experience the difficult AI as unbeatable, so don't be surprised if the game does not end in your favor.

Some small additions to what has been said before:

You should consider building normal ulmish infantry instead of black steel infantry. Although they have lower protection, they are still as well protected as most of the other heavy infantries. THis helps in early expansion, as you can field more troops against the indies. Later in the game you should switch to black steel.

You might find that Abysia is a nation more suitable to learn how to play dominion properly:
Their troops are nearly as good as those of Ulm
You have better priests
You have more magic.
They are good in early and in the late game, even if you skip blood.