I encourage all new AoEO players to get themselves acquainted with the official AoEO forum, where you'll come across people with similar issues, and plenty of peers willing to help out.
A couple of recent threads have focused on Milestones, inspiring me for today's topic. Rather than go over some of the better posts, here's a link to a page on the forum worth having a look at.
Milestones are a relatively new addition to AoEO and they appear as a tab in the Palace, as part of the techonology tree.
Each time you age up, you earn an additional notch in your technology tree, and there are three separate tabs which coincide with a different group of technologies.
Another tab corresponds to Milestones which are a further leap in technology and which apply to all of your quests in that civ. They open up at levels 5, 10, 20, 30 and 40.