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Start a game with an AI as your ally. You can also not only adjust the game's general difficulty, but even the one of each individual faction - including your own (so you should be careful that you are adjusting it in the right direction - holding the mouse over the setting should help you find out what it actually does.
Don't use too many enemy factions if you are just trying to learn the game. A free for all setting with many factions can be very interesting, but it can also be frustrating if multiple enemy factions decide that you are a tasty snack.
You are probably missing quite a bit of the basic rules of the game. Try to re-read the tutorial tips in the game's codex. It's easy to miss important stuff when you first play the game. The game's manual is also pretty helpful. In addition to all this, you might get into the habit of holding your mouse over parts of the interface to learn about all sorts of useful details.
The unit statistics in the lower left corn, for example, can teach you a lot - though it might be intimidating at first. RED icons are negative effects, green are positive - and so on.
Just a few extremely basic tips:
Cover is important against ranged damage. Running away from neutrals or enemies is often a very sensible choice when you are being overwhelmed. They might give up the chase or be defeated with the help of your city. Check the combat preview to see how much damage you are going to inflict on each enemy before choosing which one to attack with your unit. Most units are especially good against certain kinds of targets.
If you still struggle, check the game's forum for a specific topic or just open a new thread and ask for help.
Too much work, just savescum and learn the hard way that if you do move x, you will suffer consequence y. Repeatedly. That way you will hate reloading 5 turns ago so much that you end up making good habits without realizing it
I like reading about the experiences of new players.