Evony is a dangerous place; this guide is designed to give you the best chance of thriving at the end of your beginner's protection. It will be more strategic than tactical/technical, although I will give some specific tactics as well.
Where you want to end up
Let's start with the goal -- by the end of your first week you want to have a highly-productive kingdom that is an unattractive target for other players to attack. I stress 'unattractive' because (unless you're spending a ton of money) you simply cannot make yourself anything like as strong as players who have been playing a long time. If they want to hit you and take your stuff, they can so the trick is making it not worth their while.
Early days: Focus on production
Evony is a game where economic investment pays high returns. You start off producing tiny amounts of basic goods but in a week you'll be producing relatively vast amounts. Where you end up on the production curve will be determined largely by how quickly you move up it during those critical early days.
Meanwhile you have an incredibly powerful asset -- beginner protection. Mightier than the tallest wall full of defenses, beginner protection means you are absolutely untouchable by other players while it lasts. Because of this, any resources you spend on defense are dead until the protection period ends. That doesn't mean you shouldn't build any -- you'll need troops to conquer valleys and you need to improve your wall to improve your town hall, for example -- but building defenses should only be done as a means to building up production, not as an end in and of itself.
Do whatever you can to avoid running out of investment resources. Their unit-for-unit value is very high for you in the early days because whenever you run out you are losing time which is your true scarce resource. You should use each of your levies early on. You'll recover from the discontent easily and with the quest bonus you get plenty of goods to make it worthwhile. (Later on the quest bonus will be trivial and levying won't be particularly exciting as an option.)
You should also look at buying resources, with gold and/or game cents. (Even if you plan to play for free you begin with a small amount of money and one of your quests is to spend it.) One cent translates to 4,000 lumber. When you're producing over a million lumber per hour that's not much help but early on that could mean the difference between making your next investment and waiting an hour or more.
Don't waste time. Again, it is your scarce resource -- you have a lot to accomplish in your first week! You'll notice that your outdoor buildings can be built up to level 2 or 3 (depending on the resource) with the 'instant speedup' option, so start off using that. Then try to minimize your dead time as you build up your production engine.
Focus on Lumber more than the other resources -- it's more valuable to you in the early game and has a higher trade value on the marketplace (at least currently) so at the moment it's almost strictly superior to the other goods.
Follow the quests in a balanced way. They are useful both because they provide you a reasonable guideline of how to develop and because the bonuses are often more than the cost, but think about how each one will affect your development. An easy beginner mistake to make is completing a quest and then getting to work on the next one right away. You almost never want to complete the next level of a particular quest immediately -- there will be something easier and more rewarding elsewhere.
Joining an Alliance
As a medium-sized Evony fish (98K prestige as I write this) I can assure you that choosing the right alliance is critical. You'll see a lot of advertisements for alliances on world chat and perhaps you've thought of forming your own. Don't. There are currently over 2,700 alliances and you want to join one of the top ones.
The reason is simple -- when I or someone like me looks at your kingdom as a potential raiding target, your defenses are unlikely to be a factor. You may feel proud of your level 6 walls with 500 archer towers and 1000 traps but that's not going to cause me significant casualties if I decide to attack...and the more powerful players can knock past that with a sneeze.
Your best defense is membership in an alliance that we don't want to fight with. If possible you should shoot for a top-200 alliance.
Let me give you an example. I just finished scouting someone with 15K prestige and found nearly three million in goods and gold and virtually no military defenses. Fortunately for him, he's a member of the Knight alliance...so he gets a pass. Instead I'm attacking someone with just 600K resources and slightly better (but still irrelevant) military defenses...and no alliance.
Another advantage to joining a top alliance is that you're very likely to find players that will give you resources to help you keep developing. It's a simple matter of scale -- fifty thousand resources is huge when you're in early days but it's a trivial gift from someone who has been playing even for just a couple of weeks.
So why should a top alliance want you? Your best bet is to show them that you're the type of player they want, which probably means active and mature. Contact a nearby member of a powerful alliance (you can check using the search function under Alliance List) and email him or her. Send a respectful greeting, saying that you're new in the game and that you'd appreciate any advice he or she has to offer. If you get a helpful response, email again to say thanks and then follow up a couple of days later to raise the prospect of joining their alliance. (Naturally you should read the blurb and find out whatever other information you can first -- it may be that joining is impossible.)
Stress that you are an active player, because this translates to 'I'm small now but I'm growing.' I was accepted into Legends (a top 100 alliance) with only 15K prestige, in part because I'd spoken with one of the more powerful lords and in part because I'd shown that I was active so they could see me becoming useful.
Once you're in the alliance, make yourself known and useful. Talk on alliance chat, send goods to other alliance members to help them with key construction (when you can afford it) and offer whatever knowledge you can. Alliances can run out of room and will tend to kick smaller and inactive players if they need to.
Preparing for the end of beginner protection
During the final couple of days you want to make sure that you're in a good position to come out on your own. Hopefully you've found a strong alliance, but either way you can reduce the risk of being attacked by understanding what makes you look attractive to a predator.
First, let me repeat -- your defenses don't actually impress me. That doesn't mean you shouldn't build them, but don't ever think that they are really stopping anyone from hitting you. Arrow Towers and Traps are pretty much useless against ballistae, and the real predators in this game can happily throw thousands of troops at you if they want to.
The real defense is to be more trouble than you're worth. That means being in a strong alliance if possible but it also means not keeping a huge stockpile of goods. Most of my targets have total goods in the millions, so if you've only got 200K total or less you're probably not worth attacking. That means you only have to worry about other relatively new players, in which case your defenses are a more serious deterrent.
Another valuable thing is to look active. Even if you have half my prestige or less, you're a less attractive enemy if I think you're actively engaged in the game.
To reverse the perspective, I was recently scouted by a player considerably more powerful than I. (I knew because he only sent a couple of scouts and mine caught them -- this is what happens when you scout a target with more scouts than you send.) I immediately emailed him to ask his intentions. Unsurprisingly, he was simply sending out scouts to look for attractive targets. He liked that I spoke with him directly rather than, as he put it, cowering like most others did, but in any case he knew that I was an active player and that made me less attractive. He hasn't bothered me and in fact said that he'd pass on to his alliance not to attack me.
It's sort of like the joke about the two hikers who come across an angry bear. As the bear looks at them, one of them puts on his track shoes and the other says, 'That's crazy, you can't outrun a bear.' The first guy finishes tying his laces and says, 'I don't have to outrun the bear.' Your goal is to be a less tempting target than other cities. You can accomplish that by making yourself look like a painful target (alliance, active, defenses) and by looking like a low reward target (no stockpiling).
There are tricks to help, of course. You can hide goods and/or gold in the marketplace by making unattractive bids. For example, if lumber is currently selling for 0.24-0.25 gold, offer to buy a lot of it at 0.1. The gold to pay for your offer disappears and can't be seen or taken from you by other players but you can get it back (minus the post fee) any time by canceling the bid. This is a particularly good thing to do when you sign off or if you need to accumulate a lot of resources for a particular upgrade. You can learn a lot of other tricks in the forums or by asking players in your alliance.