So you have decided to enroll in Kingdoms of Camelot and received your first city. Good for you! To be able to keep up with other players you will need to build and upgrade your city swiftly as well as build a sizeable army to seize control of a wilderness, fight barbarian camps as well as battle other players.
When you first enter the game, you will be greeted by an automated introduction system which will walk you through the basics of the game and teach you how to build a building, where to build these and generally give you an idea of what the game is about. The quest system of the game will guide you through the game to the point where you have actually researched and built everything possible. That means, trust the quest system for the first day or two and simply build whatever it suggests. Obviously, if you are an experienced player or think you have a better alternative than following the recommendations, there is nothing that can and will stop you from doing so.