1.) Prophesy, Prophesy, Prophesy
When your entire existence depends on repeating the same routine every year or starving to death, there is some understandable skepticism when some dude in a loincloth walks up and says "maybe we should shove some shit in the ground and wait 5 months for food" or "we should form a government of some sort" or "we should stop letting these big dudes whip us all the time." However, there is one simple end run around every argument in the ancient world: "Do you see how my leg is all fucked up? Many moons ago, a wise blind, butt-ugly man once foretold that he who walks on a gnarled stump would come to this village and lead you to greatness. I am that gnarled stump. Also, it was foretold that I would wed your most beautiful virgin. Hey, it's not me, I'm just telling you the prophesy."
Because of the preponderance of prophesy, it is always a good idea in the ancient world to:
A.) Cover yourself in scars
B.) Be albino (note - this could also get you instantly killed, and it won't help if you have to lead an army across a desert under the blazing sun. A risky choice, but a bold one.)
C.) Make friends with the oldest, ugliest person in your tiny society, so they make sure you get a fair share of the prophesizing they will undoubtedly be doing. Does that old crone talking to herself keep asking for a foot massage? Get down there and work on those corns, bunions, and embedded mammoth bones, and while you're doing that, mention how you've been noticing that beautiful blue-eyed orphan girl your nomadic tribe just picked up. Sure enough, when the village elders decide she is to be wed, Old Mother (at the unheard-of age of 42) will mumble something about "Oh, um, the stars say that that nice young man who rubs my feet was destined to marry her. What's that? Eaten by wolves, you say? That's a shame. Let the tall guy have her then."
HEAD PRIEST: "Sire, sire! We have discovered a way of transferring messages over distance and time by inscribing them on rock!"
KING: "Excellent, write down the following: I am a god. You are all my slaves. Build me some pyramids."
HEAD PRIEST: "Um...ok. Shouldn't we maybe write down some maxims for good behavior and elevate the people..."
KING: "Does anyone else know how to write in this kingdom?"
HEAD PRIEST: "Yes, I taught it to all the other priests."
KING: "Guards! Kill this man! You there! You are now the head priest. Write down what happens to those who question me."
NEW HEAD PRIEST: "Yes your majesty. Where should we put the pyramids?"
KING: "I want them right across the street from my palace."
NEW HEAD PRIEST: "Are you sure, your majesty? This could take decades, and it will require thousands upon thousands of slaves and beasts, who could revolt at any time. We will not have time to gather the army to protect you, plus it will be kind of messy while we construct it."
KING: "Guards! Kill this man! You! You are now the head priest."
NEWEST HEAD PRIEST: "Excellent idea about the pyramids, your majesty. May I recommend diverting the gold we planned on spending on bread for the people to creating a giant gilded cap for the pyramid?"
KING: "I like the cut of your jib, young man. I have a feeling this is going to be the start of a beautiful civilization."
3.) Walking from the steppes of Central Asia, over the Himalayas, through the jungles of India/Sub-Saharan Africa, through the Sahara to the Nile Delta takes roughly 2 weeks, a bag of mastodon jerky and a canteen. Also, sabertooth tigers make good pets.