Just to add to the excellent advise offered by the others...

1. You need to conquer provinces to get extra resources / more gold / crystals
2. Conquer sites for extra experience / gold / crystals (you start off getting less than hundred for sites in your capital but this can go up to many hundreds for tougher sites)
3. Equipment drops from tougher sites can be really good - these can really strengthen heroes like warrior / scout

Unlike most other games where you have a steady stream of resources which allow you to build an army - here you must actively use your army (through conquering sites) to get the resources!

Ideally when you conquer new provinces you should get enough new sites for exploration - the only cases where you should explore is for:
1. Basic resources (wood / horse / iron / mandrake are visible once the province has been explored to 40%)
2. Surrounding provinces are too tough and you need to build up your economy / hero experience to advance further and there are no visible sites that you can conquer

Agreed and alot of people are having this problem as well.

There are ways to level up your heroes very fast, either with cheap disposable troops like brigands and barbarians, or with tough long lasting troops like swordsmen+healer. Its important to fight as often as possible, to get experience. The stronger you get, the better stuff you can fight, the more loot you get for even stronger stuff. Dont waste time exploring or moving around. But it takes a a while to play like that, so just keep improving yourself, dont get discouraged, soon it will all seem very easy.

You need to give us more information before we can get into precise tactics but we can give some general advice.
I play good so that means Elfs, Dwarfs & Hobbits like me... I don’t have to capture these provinces and they strengthen by borders for free.

Tip; look at the map... you should be in one of the corners so that means you have two safe borders and two dangerous boarders (where the enemy could be).
It’s early days for you so there should only be one enemy.

Centaurs, knights & Lizards are neutral to me so I try to keep them on side (personal choice)... the central point is to keep pushing as far as you can until you encounter the other player.

Once you know where the enemy is then you can start making a plan... generally speaking your first hero has to stay on that (enemy) boarder to keep the pressure up and s/he needs to be supported outpost (troops), shop (repairs armour) ... the maned outpost can hold a province by itself for at least five turns which should allow the hero time to intervene.
In the meantime (larger maps) a second hero tidies up any provinces left untouched and keeps the economy healthy by exploring/ putting out fires.

This strategy works well for me with a Warrior first hero and a Ranger second hero and is certainly not the only way to play... the Warrior can often capture the tactical maps solo which is exactly right on the enemy boarder where outposts are scarce. I take the Ranger second because he can take diplomacy & fights at range so I can offset his weaker stats with the stronger troops I have managed to build by now.

I figured it out :-D . Off to the astral plane. Thanks again guys.

Eggs are almost useless in the 1st map of campaign, as we can't have the buildings to hatch them.

Cartetb, even with our advices, your hero should die: don't restart a campaign, use the 'come back in time' feature:
First turns are the most dangerous, and you must not wait too long for reinforcement, and you can have bad luck.

Whoa, whoa , whoa, hang on a second there! Good? Evil? What the hell are you talking about? How do I tell if I am good or evil? Does it matter very much?

In the first shard after the tutorial, I chose the Ranger as my first hero. I never seemed to be able to build more than tier one units for reasons I do not understand. It was a tiny shard so I encountered my only opponent pretty quickly. He had LOTS of units compared to me somehow. Of course it didn't help that I was broke.....

I haven't tried just a random shard outside of the campaign yet. Does the campaign limit your building options even after the tutorial at all?

Ofc it matters if your good or evil. You can find out your title by pressing the button just to the left of the end turn buttion. You will see your name at the top along with a title usually like "The Just" or "Treacherous" it's pretty easy to see if your good or evil lol. It's also the screen that gives your income and expense report. Depending on how your Karma is (Good or Evil) it affects which races you can gain an Alliance with and How other Masters in the Campaign treat you.

Also yes the Campaign most certainly limits your buildings quite a bit and makes you "Earn" or "Unlock" each advancement by conquering more and more shards.

The single scenario, or skirmish, already has everything unlocked you just need the resources to build it.

Hmmm ok. Well, perhaps I couldn't go up the tech tree because I was very early in the campaign then.

I guess I just wasn't fast enough on the tiny shard I chose right after the tutorial. I suppose it didn't help that I didn't find the enemy, he found me. The money seems harder to manage on a map with very few hexes too. The opponent had a warrior hero and a bunch of slingers. I chuckled to myself when I saw his army and then he whipped my ass. :/


Is the campaign worth playing or am I wasting my time with it? Are most people just playing random shards?

Some people play random, some play campaigns. The campaign is just a string of random shards, but with the added astral ressource, some story choices and other things the random skirmish lacks. But the first 10-15 shards you are very restricted in buildings, spells and units, many dont like that.
I played 2 campaigns so far and 1 random shard.

I need to try a random shard.

Are bigger shards a little more forgiving than small ones?

Nope, harder. Potentially much, much harder. The guards in provinces and sites get nastier the farther away from your capital, so on a really big map you can get extra tough provinces. On a bigger map enemy lords will also have much more time to build themselves up before you even find them. This is not always true, of course, because you could start out in a perfect position surrounded by high-income provinces while your enemies start out surrounded by deadly swamps and mountains, but generally it's true.

Basically, your goal should be to locate the enemy lords as fast as possible and either destroy them or fence them in with forts so they can't sprawl out and get too powerful to defeat. If you fence them in to a small area (ideally, just the demesne) you can play out the shard at your leisure and then blow them away whenever you feel like winning.

Karma;

Your karma also affects the mood in the provinces i.e. good lords will have to put up with Goblins/ Orks rising up against you from time to time, Tip; put in a pub & hire some adventurers to guard that one.

In general terms your karma is affected by the choices you make whilst playing; most are obvious like there has been a disaster so do you send food (good), sell it to them (neutral) or raise the price of food before selling to them (evil) but other effects are not as obvious like raising certain types of troops (undead, demons and such) i.e. Wizzard heroes can quickly send you over to the dark side.

Money;

Income includes one offs like quest rewards but the main source is buildings in the capital & provinces. The capital buildings should all be built with emphasise on trade after the first unit type. Example I build the capital sharmans building first & just mass produce them until all my inns/ market places are finished... any building which adds to your income will have it marked in the reference when you right click on it.

The four most important buildings in the provinces are the three money earners; Mills (Plains), Saw Mills (Forrest) & Mines (Hills). The fourth building IMO is the Pub (up graded to tavern) because it improves the mood and allows for the hiring of guards in a province which perhaps doesn’t need a hero but still has issues (like those rebellious Goblins). Every province under your control needs one of the first type and a Pub to keep the economy growing healthily... you can have three buildings in any province so that leaves a blank spot for outposts/ shops next to enemy territory.

Tip; You can & should build two buildings every turn... one in the capital and one in a province.

Expenses are pretty obvious things like repairing armour and paying the wages for the troops... having too many troops sitting around idyllically guarding some long forgotten outpost can really put the strangle hold on your economy.

No, the Pub is almost useless, because it can't be upgraded, as it is the very start of the campaign..
What is usefull is the growth building, giving the Stables once upgraded.

You can't build stables on the tutorial map either, AFAIK - you have to acquire the plans for those on a shard.

That said, the granary/stable is a very useful building. Not only does it add income (especially in provinces with horse herds), but creating 'highways' of provinces with stables makes getting your forces around much, much easier, especially if there are a lot of swamp/forest/hill provinces in the way.

Pubs/taverns/inns can still be useful for income, and they do improve province mood IF you also have the appropriate stronghold upgrades (which must also be found in shards), but they do bring the risk of at least one negative random event. I generally consider them to be a lower priority than income buildings, special buildings, and stable-highway construction UNLESS there's a mood problem, I have the relevant stronghold upgrades, and I don't have any mood-mitigating guard options available.