If you're making new sprite refer to this
https://forums.totalwar.org/vb/showthread.php?t=44180
basic instructions are in first bit, there's lots of posts regarding preferences but basically you need battle and strat map video options on 16 bit not 32 and anti-aliasing turned off - and also it may not work for very basic (built-in) video cards.

to check if it is sprite I think (not 100%sure), when you start game , go to options, video settings - advanced settings and change unit detail to higher / lower than you originally had; sprites should then kick in at more / less distance - that should at least show if that is problem or not.