Beware spoilers - not specifically storyline spoilers, but just a couple tips for the game appear slightly later on. No end game stuff though
Advice I can give you for XCOM:
- When you build a base (this isn't really possible for the first base, but any bases after this) be very careful where you place your hangars and entrance lift - this is where any aliens will appear should your base be attacked. Therefore, make sure they're all in the same part of the base, with only one exit out.
- The best early weapon for your interceptors are avalanche missiles imo. Equip them with these only until you can research plasma cannons. Plasma cannons have infinite ammo and the same range as avalanche rockets = win. Laser cannons are nice with infinite ammo but they don't have much range leaving you vulnerable.
- When attacking a ship, leave your interceptor at max range. Only close in for the kill if you know the alien ship you're trying to destroy isn't very big. Large ships will absolutely obliterate your craft if you let them in close.
- Another note when trying to shoot ships down, if your craft meets the alien craft above water, click the button in the corner of the window (that looks like minimise). This means the interceptor will back off a bit and follow the alien craft. Then you can wait until the craft is back above land and click the button in the top corner of the screen then to shoot the craft down. This means there will be a crash site to send your troops to and hopefully get some cool stuff
- Your early soldiers are more or less doomed to die, unless you get pretty lucky with your first couple missions and get some cool stuff. Don't worry too much about deaths.
- Its not made immediately obvious in the game, but loading your soldiers with heavy weapons (except for the heavy plasma, which for some reason even the 4ft tall sectoids can carry) when they're not strong enough will slow them down -> this means less TUs to use on missions.
- Always, always, always use auto fire. It uses more ammo and more time than snap shooting whilst looking like it is less accurate but... the percentage chance of a hit is cumulative. That is, if a snap shot has a 25% accuracy, but an auto shot has 15%, since auto shot is 3 bullets you actually have a 45% chance of a hit for only a few more TUs
- The first thing you research should be laser weapons -> laser pistol -> laser rifle, and then get your engineers to make a few so you can equip everybody. They are light, don't use too many TUs, have infinite ammo and are reasonably powerful. In the absence of plasma weapons, use these.
- The best weapon in the game is the heavy plasma. It is not particularly heavy, is amazingly powerful and ammo can be found on almost any mission since a lot of enemies carry it later on.
- The geosphere tells you whether the mission you're going into will be in night or day. If the mission is something that can wait, such as an alien crash landing (these missions stick around for a few hours) then you're better off waiting until day. Exceptions are terror missions (go immediately) and alien bases (since you're underground, it doesn't matter what the time of day is).
- If you get word that aliens are terrorising a city, go immediately, whether it is night or day, whether you are equipped or not. These missions disappear too quickly. If you're not ready for the mission, what you should do is land, start the mission, and immediately evacuate when the first turn starts. You will lose a lot of points (~300 depending on how many civilians were in the city) but that is nothing compared to the amount of points you lose for not turning up. If you can kill a couple aliens in the first couple rounds (say your ship lands and you can immediately see some of them) then so much the better. Once you get decent weapons, you should have course complete every mission.
- If you need to make a choice as to which aliens you want to knock out rather than kill when you first start using mind probes (mind probes tell you the alien's rank and job on a mission), then the first one I'd suggest is a Sectoid Navigator. Sectoids look like "Grays" and are about 4ft tall

The Navigator is special. When you interrogate him in alien containment, he'll tell you how aliens communicate and you'll be able to build a Hyperwave Decoder. This radar has a 100% detection rate and a longer range than the Long Range Radar (which only has a 25% detection rate iirc).
- When you start the game, the first things you need to build in your base are more general stores, more living quarters, and a long range radar (don't destroy the old one). You'll need to buy as many scientists as you can afford. If you find things on a mission that you don't immediately need to research, such as plasma pistols or alien corpses, you should sell them for lots of monies - if you feel bad about wasting that stuff, sell all but one (so you can still research). In your second month you need to think about getting some engineers (~30) and start building laser stuff.
- Cool money making technique. If you research motion scanners, tell your engineers (if they're not busy building something else that you will actually use) to build these 24/7. This sounds like a total waste of money, BUT you can sell motion scanners for more than they cost you to build = easy money. You will need money, and lots of it. The only item that gets you more money per unit is the laser cannon (the one you put on your ships). Alien items also net you lots of money when you build them but since they use ultra rare elerium-115 to build, you shouldn't make them unless you have to, which leads me to the next point:
- Elerium-115 is precious. Do not waste it.
I have more, but I can't think of these off the top of my head.