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When you start the game, your #1 move shouldn't be to build a factory, because at your tech level and with your terrible efficiency such a factory is doomed in competition with artisans. First get your admin. efficiency higher up to cut the cost of your government, and then put all you have into Clergy to boost your literacy and maybe one day catch up with the west.

While at that, conquer Egypt (before they get friendly with the Brits and the French) starting with the parts that aren't your core (so you can get the infamy burner working earlier). If Germans want to ally with you, go for it. And good luck against Russia.

Nothing wrong with having a few factories in first 10 years, even if they don't make much profit as you will probably not have enough craftsmen to fill them for a while. If they cannot compete with your artisans, you can always close them and then reopen them once you have researched some commercial techs.