[Endoperez]

That depends very much from the map size. Even quite experienced players will have atleast problems with 5 AIs on a map with very few provinces. Well, atleast 16 AIs on 70-something provinces... Try having 20 or more provinces for each nation, so at least 120 provinces for 5 AIs

Game settings affect AIs and your survivability quite much. Try using Independent Strength of 6 or 7; this will slow the AI down so that you can research more, and get better hang of the game.
Some nations are easier to learn the game from, some are only powerful in more experienced hands. E.g. Caelum does have good mages, but you have to research certain schools fast because your normal units are quite weak. On the other hand, magically very weak Ulm is good to learn the army side of the game, while it won't probably fare well on a magic-dominated multiplayer game.

I think it would be best for you to play a nation with which you can use tough normal units, and with strong scales and castle, with strong pretender you are not afraid to lose. Best would be a nation with some straightworward magic and strong units: Ulm, Abysia fit this description, and Pangaea theme New Era can also be considered. Arcoscephale could also work well.

As an example, try Arcoscephale, Wyrm with no magic, 80-point castle, Order 3, Production 3 and Dominion of 8. Your Wyrm should wait for a few turns and help your main force to conquer some provinces until you can judge whether or not he would survive certain battle alone or you have more than 6 priestesses and can call him back in two turns.
In game, recruit Hoplites and Astrologers. Prophetize a Priestess to go with your main army and cast Fanaticism. Research Thaumaturgy, and when you have Mind Burn or Soul Slay you can start having Astrologers with your army/-ies. When these start to become boring or you have other castles, build some hypaspist/elephant groups (have atleast 6 hypaspists for every elephant, so that squads morale stays high) and Mystics, and research Evocation and Construction.

This is not nearly the optimal build or plan, so you should try improving it if you feel it to be too simple.