If you like Civilization, you will probably like SSI's Imperialism http://www.gog.com/game/imperialism
Wood. It's the most important resource in the game, it's used for everything from construction to ships to factory expansion to making paper with which to train labor. There are two types of forest in the game, scrub forest and normal forest. Normal forest is rare but its better to take a few extra turns to reach it rather than building a depot over some scrub since normal forest can be improved. Which leads me to:
Improvement units. It's generally better to improve your resource tiles rather than build more depots, depots take a long time to build especially when you factor in building your rail network. At least early in the game, later on you'll be wanting to gather as many primary resources as you can, but you should not neglect:
Trade. You should always be running your industry at a greater capacity than can be supported by resources in your country. Early in the game you should concentrate on trade and diplomacy with 2-3 minor nations that cover the main primary resources that you need for industry, most important being iron and coal, next either wool or cotton and least important is wood. It's possible to have a nation that has either no iron or coal or not enough to support a reasonable industry. Wool/Cotton (you only need one of them) is easier ot acquire domestically than iron+coal but still can be rare, you should have no problems with wood if you have at least some normal forest tiles however you need so much of it you should always be attempting to acquire more. The only things you should be selling ideally are "finished products", hardware, paper, chairs, canned food etc. The amount of money you get for them is extremely disproportionate to the cost of buying primary and secondary resources. Merely selling one hardware every round early in the game is enough income to support either all or most of your buying primary resources. As far as buying goes you should only buy primary resources unless you are at war with a major power and need to quickly expand your military where you should buy secondary resources (specifically steel for the most part). Never allow another major power to become favoured trading partners with a minor nation you're concentrating on. Your first act should always be to offer a 5% subsidy, you should then move onto building an embassy then offering a non-aggression pact. These are the minimum amounts of diplomacy you should offer as early as possible to get a headstart on other nations as buying their stuff is the most important way to improve your relationship with minor powers but thats not possible if you're not their favoured trading partner from the outset.
Industry. You'll be wanting to run your primary to secondary conversion factories at full capacity at all times and you'll should make it a priorty to expand them to a point where you are making enough secondary resources that you can at the same time stockpile 1 unit and have enough units to produce finished products. As far as finished products go ideally you'll be wanting to stockpile at least 1 per round and have 1 available for sale.
Transport capacity. Ships are the priority here, the more ships you have the more primary resources you can buy, the more primary resources you can buy from minor nations the more likely you are to become their favoured trading partner. Even though buying one resource has the same diplomatic benefit as buying more of their resources, the point is if you're buying all of them they're not offering them to other major powers and improving their relationships with them
Military. Early game you can pretty much entirely neglect your land forces and if you've been stockpiling secondary resources like I suggest you should be able to quickly muster a decent force only if it becomes necessary. What you should never neglect though is your navy. A decent navy can stop you getting attacked on land at all unless another major power shares a border with you, they also allow you to tour the world and spy on the militaries of the other great powers. You should never have land battles set to automatic, strategy goes a long way in Imperialism and a battle that would fail on automatic can easily be won with minimal casualties under manual control.
Final note: These tips apply to the early game and getting started only. There are aspects of the game I've not even mentioned such as developer units and getting minor nations to join your empire. I'm not going to tell you how to play the game because half of the fun of these sorts of games is figuring out the best strategies on your own.