I can confirm that its not true - you choose which way to play,and you have to choose stealthy or lethal just for one of the first mission (and its just about the gun you choose - not the way to play),and it wont affect how you play this mission,if you choose stealthy,you still can play like rambo its just what weapon you gonna get for that particular mission
oh like a silenced tranquilizer gun versus an assualt rifle