Establishing Your First Colonies
Try building your first colony/colonies as soon as possible. If you can reach the shore and unload one or both of your colonists during your first turn, that would be ideal. Tip: When the game starts go to the menu, choose "colony options" and then select "End of turn". This allows you to move your ship 4 spaces (5 with the Dutch Merchantman) and still unload your colonists that same turn. After moving the ship, simply click it, click the colonists and unload them. Now your colonists are ready to establish a colony the next turn.
Location: Although time is of the essence, it is also imortant to choose a good site for your colonies, preferably with some prime resources nearby - fish, lumber, fur etc. That of course means that if you need to use one or two more turns to move to your perfect location you should do that, but try to find a suitable location within reach the first turn if possible. Your frst colonies should be on the coast so that your ship can pick up cargo and ship it to Europe.
You start with a soldier and a pioneer. This gives you two good options. Option one is to build ONE colony and use your pioneer to plow the colony field. The second option is to build TWO colonies. Both options have their advantages. One colony with a pioneer improving the land around it becomes productive faster. Two colonies means you start producing goods in twice as many colonies early on.
Where to place your colonists: It can often be wise to start producing bells from the very beginning. Just imagine one bell towards your first Founding Father (FF) versus FOUR bells. That means you will get your first FF four times as fast. If you build two colonies you get him EIGHT times as fast!
If one of your colonies has a prime resource, like Fur, it could be wise to start collecting that fur because you get a lot of it and this can provide some desperately needed cash. If you are playing on the easy difficulty level (Discoverer) you start with 1000 gold. In this case you should start producing bells right away. If you don't have any gold, you should consider gathering fur/sugar/tobacco/cotton etc.
The next step depends on your difficulty level. If you play on Discoverer and have 1000 gold - send your ship back to Europe immediately. There you recruit four colonists, preferably these four: scout, farmer, lumberjack and carpenter. Bring them back and place all of them in one of your colonies. Start producing hammers towards lumber mill. Each colonist should work on his speciality profession. The scout should be placed inside the colony, but make sure you have enough food to breed at least one horse per turn. When you have a surplus of two horses, you can move your scout on to another colony, or start visting native villages. Don't explore city rumours until you get Hernando de Soto. Spread horses and visit villages until you get de Soto.
If you play on a harder difficulty level and have no gold, wait until you have enough cargo to afford at least two horses in Europe (that should happen in a turn or two), then go to Europe. Buy the horses and wait until your first recruitment appear on the docks. Return to the New World, drop of horses and colonist, and then wait for enough goods to afford going to Europe and recruit more colonists/buy more goods. This way you start breeding horses early on, and that's important.
After this, the next colony you establish should be your tools colony. Tools are immensely important, and you are very vulnerable to a tools boicott. Tools are the "backbone" of your colonies: Your pioneers use a lot of them, many important buildings need tools, and you need tools to produce muskets. Therefore you should get this colony up and running as soon as possible. You probably need two tools colonies, and later in the game, you can easily switch one of them to producing muskets.
After you have established your first colonies, including your tools colony, you should now make sure you learn all the specialist skills and expand your colonies. But first a few tips on what buildings to build first.