yeah...Civ4 is quite a bit more difficult than Civ3 was.
Relationships with your neighbors is another very significant change. It really matters now.
I used to always play as a total peacenick, rarely built any troops. You can't do that now. Barbarians don't just pillage your cities - they take them!
The option of turning barbarians off is still available (thank god!) I'd recommend playing a few games with the barbarians off first. Get used to the game first. It's really tough to figure out all the new stuff when you're battling barbarians constantly.
