I'm currently prioritizing in that order : clay, wood/crop, iron. Clay definitively ahead of the rest. Iron clearly behind (seems it's more needed for troops
). Wood or crop, it depends.
Also I'm now on my 15th day, and so far I only built a warehouse level 1 in my village. Never been attacked. I plan to build a warehouse level 2 and a granary level 1 this weekend, as I'm reaching some limits too often when I'm sleeping.