For the Virgin campaign you have to go with English/Early/Normal and play until about 1200. By then you will have learned plenty and want to replay as the English or someone else to do early things right.:

* The France rush is relatively easy to manage and if you fail you can always fall back to Wessex.
* Although boring, Early Catholic Warfare is slow and simple enough to teach you basic tactics and give you a feel for marshalling.
* Trade goods offer modest training in navies and economy management.

I would shy away from Turks or Egyptians because they rely on less conventional forms of warfare. Personally I love the Turks and all their units that never engage in melee combat, but its not good for the newly initiated. As for the Byzantines, the variety of tactical units and roles may be a bit confusing for someone new to TW.

Here is what I recommend:

1st Game - 100 turns on English/Early/Normal
2nd Game - 100 turns on Spanish/Early/Normal

After that it is up to you, although Turkey/Egypt/Hungary are good for learning about HA and how to use/counter them.