Been playing for a couple of hours now. I'm still in what the game seems to consider the tutorial (which is awfully long for a tutorial), on normal. I like what I see so far.
Haven't lost any troops besides the ones that automatically die in the first mission, yet. Have definitely noticed that the fights can be risky, though - everyone in my squad was wounded in the rescue mission I did, most for around half of their health. I was worried about losing them during the mission, and afterward and I was worried that I'd be without three of them in my next one, since the best-off one needed seven days to heal. (Turns out I was fine, took around ten days or so before the next mission.)
Seems like there's plenty of things to do and possibilities to explore, even from what little I've seen so far (which I'm sure isn't everything, since again, still in the tutorial). I look forward to more.