You should play it in single player for about two weeks. Play all three factions and learn about their strengths and weaknesses relative to one another. Also, try to play some longer games so that you get to contemplate the full tech trees.
When you're ready to come online, count on getting steamrolled in your first few games. The online game is different from single player and much, much more challenging, but it's definitely worth it. The game does have a learning curve and just like any other online multiplayer game, you have to grit your teeth and take your nooby lumps before you become a competitive player.
You might start by looking for comp stomps--humans v. AI games. That way you could watch your teammates and perhaps get some friendly advice for them.
End of CenturionJixra's quote
Good advices!
I of course began with single player. Did all the tutorials and familiarised myself with the feeling of a real game in single player. I wanted to try playing multiplayer and really enjoyed it. I got owned, but still managed to defend myself not too badly at the end. The players I was up against seemed to be very experimented, which provides a really good feel of the online world and about what you can do once you master everything.
I do need practice and as you suggested, I'll go back to single player for a while. I'll be back online to test my progresses, and will have entrenchment at that time.