shunwick, I fully agree with AreaOfEffect. When I started playing MP Dominions 3, I was awed by what an awesome spell Falling Fires is. I had absolutely no idea what I was doing on any level- I didn't know the spells or even how the magic system worked, I was unaware how to script or where to position my units, didn't know how defense and protection worked, didn't know about fatigue, etc. Forget about late-game magic, communions, and thugs/SCs... way over my head. And how to build a pretender or what strategies to use... yeah, still haven't figured that out.
But playing MP is an excellent way to learn, even if it is a trial by fire. You'll lose. A lot. I've played about 15 games so far and have one only 1, and consider myself happy to have won even that one. As long as you have fun in MP, keep doing it, and you absolutely will get better. Part of improving is seeing what your enemies do and taking their tricks for your own!