Welcome! I'm a newer player (at the end of chapter 3) so I can reflect on my experience as well as what I've learned from listening to other players.
Either human or elf is a good choice. You can play either race successfully; there are some differences in building sizes and troops initially but it just means your layout will be a little different than an elf's, for example. You will (usually) have bigger manufactories than elves in the first few chapters so you might not need as many of them as elves build. Many people recommend judging by the total number of squares your manufactories occupy rather than the number of them you have, so that one 3x3 manufactory is roughly equivalent to two 2x2 manufactories (9 squares vs. 8 squares).
Whether you rush or camp or just move more slowly is up to you. Personally I love taking the game slowly. Costs for researches, buildings and completing provinces will increase, so if you go too fast it will be harder to produce coins, supplies, and goods to keep up. I wouldn't worry too much about moving through the first chapter at a pretty fast pace.
One note of caution: It is unwise to scout and clear provinces too aggressively. Each province you scout will make the costs and battle difficulty for the next one higher. It's tempting to clear a lot of them fast to get knowledge points and city expansions. However, there are Advanced Scouts researches at the beginning of each early chapter that reduce the battle and catering costs for provinces you scout AFTER you do that research. In general it's much more effective to do something close to the required number of provinces to complete each chapter (for example to complete chapter 1 you will need to complete 10 provinces). Going a little more than that won't hurt, but if you overexpand too much you will find that provinces require resources that you can't make until later chapters and you will be stuck without being able to progress on the map.
Definitely consider joining a fellowship early on. This has a lot of benefits, especially in doing trade and giving and receiving neighborly help. It also allows you to participate in tournaments, where you can gain spells and relics that increase your production boosts. My fellowship has made a huge difference in my game! I suggest looking for a fellowship with at least a few bigger players (greater than 50k points). They will have experience in the game and be able to take your trades. There is a site called elvenstats.com where you can investigate fellowships before joining to see how active they are, for example, whether they compete in tournaments.
Being in a fellowship that allows for good trade will allow you to build only your boosted manufactories. This makes a HUGE difference as they are much more efficient, especially as you accumulate relics. So be on the lookout for relics, and find a fellowship to trade with, and it will make the game a lot easier and more fun!
As for Ancient Wonders, there are other good threads about them in the Help forum. Which ones you choose and when you build them will depend on your goals. You will unlock two or sometimes more per chapter after chapter 2. A good one to have is the Golden Abyss, which gives coin and population. It will be much more effective later on as your population grows. It takes a while to collect rune shards to buld wonders, so use that time to investigate and consider what will work best with your playstyle. I think AWs early on in the game are not as significant as the Great Buildings in FoE. They tend to scale with your progress. Their influence will rise as you progress.