I'll get some good early kills but once mid to late game rolls around I find that I can't do anything to help the team. I don't seem to do much damage and I feel useless when everyone on the enemy team builds BKB. I don't know what to do.

Edit:

Here's what I've learned.

1) Learn to better utilize the illusions. Use them to choke out lanes and farm every part of the jungle

2) Radiance is a must. MUST

3) Octarine is also a must because it allows you to spam more illusions, which helps do tip 1 even more.

4) Don't bother getting Aghs on Naga. Focus more on being that annoying lane pusher.

5) Learn to farm more efficiently. Naga is good at farming. So farm better.