Help a noob

Start out at a low difficulty and gradually increase it as you improve. Your goal is to out colonize, out research and out produce the AI's. If you do this then it's easy to conquer one AI and once you've conquered and absorbed one AI's planets then it's easy to finish off the rest as long as you can do it one at a time.

Everything keys off the Colony Rush. If you have more planets and develop your planets faster than the AI's then you'll easily win and once it becomes easy to win then it's time to move up in difficulty level. Don't be afraid to start out at as low a difficulty as you need to get going. It's better to start out too low because you can always make it more difficult but on the other hand once a level becomes easy don't stay there too long because you can develop bad habits.

At low difficulty levels the human gets a bonus and the AI's are handicaped. The Tough level is the point at which you're playing on an even level with the AI. At that point neither the human or AI gets any bonuses and the Tough level is actually pretty tough. Beyond that the AI starts to get bonuses. At first it's minor and not very noticeable but that final jump from Obscene to Suicidal is the biggest.

Anyway it's pretty tough to answer such an open ended question. The best advice is to jump right in, play at a level that you can win and then move up as you improve. As you have more specific questions then that's a lot easier for people here to answer them.

Just remember it all starts with the Colony Rush.

Another thing to figure out early is that Morale = Money. You need to grow the pop on your planets so that they produce enough income to support themselves along with your new colonies which start out pretty negative. You do this by raising taxes but rasing taxes lowers approval which slows pop growth which therefore slows income growth. You need to get a few morale techs and wonders under your belt so that you can raise taxes while still keeping approval high. You need to set your taxes so that you get 100% approval on all your low pop planets so they can quiickly become high pop planets. Sometimes it's best to hold off building improvements on a new colony until it becomes profitable.

As Mumblefratz already said, can you give some more pointers as to what's going wrong? I mean, why do you lose to the AI's, are you being outresearched, outcolonized, is their military too strong or to they attack you too early, etc?

Below I've already added some tips...

1) Try to get some technologies with an econ, morale, production bonus from the AI, purely by trading away influence points or technologies that they won't benefit much from (e.g. sell them "beam weapon research" if they've got far more advanced missile technologies researched)

2) When setting your taxes in function of approval, check the list of your planets: it's not necessary to have 100% or 76% average approval since the population growth is determined per planet. Having 76% or 100% approval on an individual planet gives you a population growth boost on that planet.
I often find that I get a lot more income (or rather, less negative income) by having a few planets below such an approval threshold, as long as the majority of my planets still gets a population growth bonus.

3) Trade ships. I really depend on those early on to keep my economy afloat. While it's not best practice and more experienced players will find way to avoid this, I find that it helps if you need the additional income. In addition it improves your relations with the AI, so choose wisely with whom you want to trade.

4) A mistake I often made, was to go for the most distant planets I could grab (at least in medium or large galaxies), in an attempt to get a big span of control early on. In fact, it's better to choose your first few planets to colonize closer to your home planet: the sooner your colonies are up and running, the sooner you can have them produce more ships.

5) Keep an eye on the military graph (the default view shows population); as soon as the AI starts having any military, I typically try to follow that evolution, to avoid that they see me as the weakest prey. Of course, that's the bare minimum you should do; if you're able to pull it off (at first, try this at lower difficulty levels), try being the race one with the biggest military rating.

6) Hull size and weapons! Unless you research miniaturization and weapon technologies to advanced levels, try beating the AI to medium or large hulls. This is again to get your military rating up ánd to have stronger, better armed ships if it comes to combat.

7) See if you can bribe one AI into attacking another. If they're busy fighting, there's less chances of them attacking you...

8) Galactic resources: apart from building colony ships early on, also build some constructors to get your hand on these valuable resources which will give you a bonus to economy, research, military, morale, influence. Don't underestimate the effect of a well-developed galactic resource!