If you want to set your objects scale correct out of the box, it's probably an idea to use an existing building as a guide. If you convert a default building to obj and import to Blender (or whatever you use) then you can base your buildings scale on that. As a general guide, the grid system runs at 100x100 units, which from my experience converts to 100x100 in Blender. As far as I'm aware the player height is somewhere between 50 and 100, so if you keep your objects to that sort of scale you will not be far off.
Assimp is a good program to convert objects over to use for scale.
If you can't be bothered with that, simply make a cube and then import into GG. Then you can keep tweaking the scale to suit until it is correct. Then you can use that cube as a reference when making new objects.
Or of course as stated above, scale it in editor. The only problem with this is GG's lack of options here. Sure you can scale stuff to be about right, but you will probably have some buildings that are a little bigger than others and look off. GG really needs a way to input scale options rather than just dragging the scale widget. That way you know your scales are all correct.
You could also set scale in the FPE, which is probably the easiest way of getting exact scale in game.
Edit. Just noticed the above was in the importer, which is also a reasonable way to go about stuff. I'm just an old school GG user and am still used to manual import generally. I prefer to make the actual object to the correct scale rather than fix in GG, but it doesn't really matter for general GG use.
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