As a general rule, the larger the world, the longer the game will take to complete. Civilizations will be larger and thus take more effort to conquer. A larger world generally means that there are more units and cities in play, and this means that each turn will take longer to complete. It may be fun to conquer a huge world, but it may also be a big time commitment.
Different victory conditions have to be used wisely on different worlds. While “Conquest” and “Domination” are a logical choice for smaller maps, "Cultural" or 'Diplomatic" victories are easier achieved at larger maps.
It is recommended to play first few games, you stick with “Standard”- sized maps - or even smaller. Also, remember - a huge map can be a serious challenge for your hardware – especially computer memory and graphic accelerator.