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Ethiopia make good use of the Religion mechanic and provide for a good culture-based game, where your goal is to keep your borders small but your influence high.
Continents or pangaea. Set the weather to arid and hot to ensure plenty of desert regions. Also be prepared to restart the game if the computer does not oblige you with a desert start.
Your unique unit fights better in home territory, suggesting your home territory should stretch as far as possible. Your unique building replaces the monument and gives a +2 bonus to religion and culture. Unless the Celts are in the same game as you, you are almost guaranteed your choice of pantheon.
You can maximise that by taking Desert Folklore.
For Ethiopia there is no preferred path as such, so you’re free to take whichever path suits you at the time.
Your first policy
Tradition. It’s good, and it builds on your Stele bonuses. Your borders will expand quite quickly.
Your first 50 turns
Build a Stele before even a Scout and get that culture and religion flowing! Next, scout the locality for another three good spots for a city, looking for places that will maximise your pantheon bonus. That’s it, really.
Pantheon of choice
Desert Folklore. In some games, depending on your start, you may prefer a pantheon that grants a culture rather than religion bonus. Desert Folklore with a decent number of desert hexes will get you off to a great start.
Science, diplomacy, and culture are all viable win conditions when playing as Ethiopia.