Giant - as a neophyte multi-player myself, I can only say keep at it - my play has already taken great strides in just a few short weeks, thanks to repeated play, and very helpful advice from partners, opponents, and forum-junkies.
Barbarian is also right-on: there is a TON of information out there - new strats, old strats, everything from compie madness to priest-hunters to anglers and boomers and rushers and blitzers and who-knows-what. See this site, gamers.com, and a host of independent sites - you can't take it ALL in, but sample and test to your heart's content.
My best advice - try EVERYTHING. IMHO, the best thing about AoE/RoR is its incredible depth - different races, units, maps, speeds, resources, difficulty levels... eventually you'll find a few faves (e.g Minoa on 75 pop lrg islands, etc), and you can then get even more in-depth by practicing w/ those particular features.
Okay - I still absolutely blow at this game, but I won't give up for one simple reason - it's a GAS!