My first experience with this type of strategy games was Warcraft and although its first installment I did not get to enjoy it so much on the PlayStation One, the one I ended up enjoying a lot was Warcraft III plus all its expansions, it was an adventure full of challenges and a lot of nostalgia.
Here you mention several games of the genre that are quite hard, unfortunately I could never play Age of Empires, Red Alert and none of the Command and Conquer games. For some reason it always gave me some error in the installation. To this day I'm still looking for ways to play some of these titles, but I can't find how, from where I am it's very difficult to access those games from my Steam account, it's a bit discouraging that.
Even so I know what Age of Mythology means , I always heard disputes between which was better, yes, Age of Mythology or Age of Empires. I always thought they were the same games so I was wrong for a long time.
It only remains for me to wish you luck in this adventure and enjoy it. Now that I see your content, it has made me want to start the Warcraft III campaign again.
There's a modern remaster of the original Red Alert on Steam, but I am not sure about the other titles. Most of these games were all released on CD back in the day, which makes modern play of the older versions problematic.
I get it bro. Anyway I will try to investigate to see if I can get a link with its respective installation tutorial, I hope to get it. I would like to try some of these old school gems.