The build order is dependant on the map, but a general guide is:

You'll start with 2 villagers, 1 cart, and 1 ulfsark.

Archaic Age


1. Use ulfsark to build one house, then start exploring around the camp. Send villagers and cart to nearest hunting source. Research hunting dogs.
   
   
2. Get 8 food gatherers
   
   
3. Get 2 wood gatherers
   
   
4. Put 2 more villagers on hunting (for a total of 10)
   
   
5. Get 2 gold gatherers
   
   
6. Research "Herding" to allow your villagers to carry more
   
   
7. Put 2 more villagers on wood for a total of 4; put 3 more villagers on gold for a total of 5
   
   
8. Build temple (while building temple, create as many wood gatherers as possible (usually 2-3)
   
   Classical Age (Frejya)
   
   
9. While aging, research first saw & pick techs at cart
   
   
10. As you get enough gold for dwarves, start putting dwarves on gold while moving the villagers you had on gold over to wood and food.
    
    
11. You'll want to alternate depending on what resources you need. Depending on what units you plan on using, you'll vary your villagers a bit, but a good rule of them is to have 16 food gatherers, 12 dwarves on gold, and 10-12 wood gatherers.
    
    
12. Use "great hunt" wisely. If you are on a map that has herd cows, use "hunt" on them and then wait for them to fatten completely. If you are in a Savannah or other map with lots of hunting, use "hunt" on hippos, rhinos, elephants, etc. Your food priority should go: Hunt, Herd, Chicken, Berry, Farm. NEVER stack all your farms around one town center or you're setting yourself up for a potentially damaging attack.

Anyway...hope that helps. That usually gets me to Heroic in 5:30 - 6:00 minutes with enough resources to build a quick army. Against Greeks, I tend to focus more on food and gold because the counters for toxotes (raiders) and cavalry (ulfsarks) don't require wood. Against Egypt, I focus more on throwing axemen.

One of the biggest bonuses of Odin are his free scouts, Huginn and Muginn (the ravens). Use them to scout out the enemy gold gatherers, then use small raiding parties to disrupt the gold mining operations.