400 hours and 3 comepleted legend ironman campaigns later (and an infinite amount of restarts) , I shall speak with professoral air of authority.
Half the battle is gatecrasher. That one first goddamn mission defines the entire early game, which then defines the midgame and if you got the late game, then you already won. (even if you get wiped on the late game, you can pretty much grind and buy colonels, you won't actually lose).
I don't like to use the quick start mod because I do like to see my initial squad to evolve from rookies, but here is the thing:
Gatecrasher is RNG. Your only options are to shoot or throw grenades. If your shots hit (and cause 4 damage instead of 3) then you win. If they don't, you don't. There is very little decision making and a whole lot of "please, hit".
A flawless gatecrasher is almost a free pass to the midgame (say, when muttons start to appear and/or around the 3rd month) and this midgame is where the meat of the game is. Those missions are the perfect mix of challenge and tools at your disposal, it is the reason to love this game.
You get there actually by default because the avatar project only starts to be something to worry about around month 4 or 5, but if you keep losing soldiers and/or missions, you risk lagging behind the AI to the point where missions have to be done perfectly because something like a double activation of mutton or mechanized pods before you have plasma grenades will just overwhelm you. (there are plenty of other little examples).
It is entirely possible to bounce back from a bad start, it just makes the game significantly more challenging. There is no point in the game that is so defined by a single mission like gatecrasher. And then each mission is gradually less important, tho the first two months are pretty vital.
The second mission is vital because it is your first engineer, tudo bem third is vital because it is your first scientist, the first retaliation is vital because those are your first faceless corpses, after that you get a little breathing room for a couple of missions (by that I mean you can actually fail them without damaging your campaign almost beyond repair), then the first supply raid comes and it is vital so you have enough alloys for weapon upgrade. Supply raid is also the test to see of you are ready for the midgame as it not only introduces the stun lancers, but do so in large numbers. The pods on this mission usually are 2 lancers + officer, 2 lancers + sectoid or viper and one early game pod (like 2 troopers and sectoid).
A pod with two lancers, before mimic beacon and mag weapons are naturally tough to deal with. You either have a squad of 5 soldiers between cpl and lt. Or you'll simply won't have damage output to deal with them. I don't remember now if they have 7 or 8 health, but you need between 2 and 3 succesful shots to kill one. So to kill two before they have a chance to attack (the consequence of which is entirely on the hands of RNG), you need 5 soldiers who can deal good damage and who don't miss their shots.
And whether you have those soldiers is directly tied to gatecrasher.
In short: nothing you do in the game is as important as gatecrasher. It defines your ability to get to the midgame in good enough shape and then, only then, you are actually playing xcom 2.