First of all - the Statue of Zeus. If you join a pretty good alliance the other members will be contributing faith to your alliance's Zeus. This means that the maximum level of your god will be higher than 4. This means you'll be able to get even better buffs than other who have lower level gods. Just remember to also use your faith on the Statue of Zeus also. Saving all your faith for yourself may make your alliance think you're useless and they'll want to kick you out for someone who will actually contribute.
Secondly - the alliance may provide some protection. Sometimes they wont but many of the players really like to help out their allies. If you're being bullied it would be wise to join an alliance.
Third - Resources. Your alliance mates may have extra resources at any given time and they may be willing to trade. Sometimes they may even give it to you if you just ask. But remember that if all you do is take and take other members may be less inclined to protect you.
Asking things in Alliance chat may be a good way for you to learn the game! So join an alliance today!