I got the “Gods and Kings” expansion pack and started playing a new game as Sweeden (one of the new nations in the expansion). As far as the very early game goes, I have yet to get a spy (I think they unlock starting in the Renaissance) and religion seems to have relatively minor impact at this point in the game. Unfortunately, that means that I have really not yet reached the meat of the expansion pack. I've started a Pantheon (sort of a proton-religion in the game) and I'm working my way to a free great person via the social policies tree too speed up the founding of my religion proper (great prophets are the new religiously-based great person available and are the only way to found a world religion). Otherwise, it's a pretty standard game of Civ 5: I chose random for a lot of my variables, and the game seems to have put me in a relatively small area with a lot of players, some very hostile, so it's proving quite challenging.