Well erm, I've had my first Ironman moment.
Progressing quite nicely with a few rookie deaths, but building up a couple of good soldiers early game. Got myself into a bad situation in a mission and bang, all dead. So now to start building up soldiers from scratch again.
I am liking the threat of permadeath though, it's making every mission extremely tense right down to specific movements in a turn.
Also, what a brilliant tutorial - slowly introduces you to most of the games mechanics through active play - none of this reading crap