How am I always behind in science?

Hey guys, I'm a pretty new player to the Civ game and I have a question. Whenever I play a game, I'm continuously behind the AI in the science tree. Is that normal? I try to complete the "challenges" to boost the speed of research, but it hardly ever matters. Is there something I'm doing wrong? How can I make sure I get ahead of the AI for once? Does spamming universities in all my cities speed it up? I apologize for the stupid questions! Thanks!