Generally here they just tell you general information that could be useful. You have the Science, Economic, Military, and Foreign advisors. You can access the advisor panel by using the button in the top right of the screen. As others have pointed out, the AI just makes generic recommendations based on what would probably be a good decision right now, but it does not necessarily coincide with the strategy you have in mind. When the AI makes suggestions, take them into account and then decide what will work best for your strategy at this time. I would recommend deciding upon a victory condition to strive for at the start of the game, and then working towards that goal. Building suggestions could mean you need more production, or maybe the AI just decided you need more culture. A military unit could mean you're undefended or need a bigger military. A worker could mean you should build more tile improvements around your cities.

In my experience the best approach to using the advice of the AI is to ask yourself why the AI is suggesting a certain unit or building.

Civilization 2 advisors