I agree with those who said to get the handle of SP before trying MP. Single player games will get you familiar with the elements of the game, though you may experience them differently in an MP game. For instance, as someone else said, MP really emphasizes magic. Researching and site searching are paramount.
Also, keep going back to SP if it can keep your interest. Even veteran players will test a new nation or strategy in SP before trying it in an MP game.
If you want faster feedback on how a strategy or nation will play in MP, you can also try blitz games such as those hosted on dom3minions:
http://www.dom3minions.com/HostedGames.htm
In my own limited experience on that server, the game play is a bit different. There is a stronger emphasis on powerful bless strategies for instance. But, it is much more like PBEM MP than SP is.