I have a question
I have converted a city (one of my own) to my own religion via a missionary
But it does not seem to be exerting any pressure on neighboring cities at all.
Yes cities are definitely in range
You probably got an answer to that by now as it was like 20 days or so ago, but if you didn't, then unless the city was connected to another city or city-state with the same religion then it won't cause pressure on neighbours. Only a holy city can exert religious pressure passively by itself (without any bonuses like trade routes and Arabia) to neighbours when not connected to another city sharing the same religion.
Anybody tried the Online Multiplayer Side of this game yet?
Yeah, loads. It's generally fine but I personally don't like it when waring against other players. You have a few options of how you can handle turns in war, such as you both go at the same time, or you can take turns. If it's just a free-for-all then the faster clicker wins, if not then whoever goes first has a significant advantage. Also you'll probably be playing "Quick" speed a lot unless you're playing with friends who can finish a game with later, else games take too long and peoples just end up leaving.