Playing UFO: Enemy Unknown, aka XCOM: UFO Defense, the OG of the XCOM series. I gotta say, for a game from 1994-era graphics somewhere in the SNES range, they did a phenomenal job with the atmosphere of the game. Nighttime missions at the start of the game against Sectoids, which are in the art style of the classic little grey men aliens, and the weird creepy music with a heartbeat-like pulse amps up the horror aspect. Add to that the fact that aliens see better in the dark than you do, often your first indication of the presence of an alien is when plasma fire erupts from the dark.
The game definitely has the old-school design difficulty that you don't see much these days. There's no tutorial, you start the game with a prompt for where to place your base. Anywhere in the world, as long as it is on solid ground... and no indication of how this decision matters! Then, the clock starts ticking. You have some cash. Buy stuff, build facilities? Priorities? Where are the aliens? It can be days or even weeks before a UFO pops up on your radar. I hope the game had a good manual, back in the day, because it can be overwhelming to someone walking in blind.
Pro tips:
-You're not the American military set off to save the world, you're Lockheed Martin. Producing and selling aircraft laser cannons is a money fountain.
-Replacement troops are very cheap. You can lose three for every alien you kill and still turn a profit, as long as you're not blowing up alien corpses and gear with explosives. (killing the alien with explosives is fine, don't hit too many corpses with explosives)
-With the above, some of your troops will have awful stats. If it gets you an important objective, do not hesitate to run them face first into reaction fire to soak up the shots. A good example is early game captures of an alien Navigator or Leader. (especially a Sectoid leader)
-If you've played the 2012 XCOM or its sequel, think of it this way: every soldier has Squadsight, and reaction fire only works in normal sight range. You also always know the position of any alien you spotted this turn, even if you move back out of sight. Spot an alien with a scout, move the scout back, any soldier in a sniping position can take shots without fear of return fire!
-Priming a grenade takes a ton of TUs. To prime and then throw means a soldier can barely move this turn. However, picking up a live grenade off the ground requires very few TUs. Think relay race, but with a live grenade.
-If your first Alien Terror mission is Sectoids, you're in for a bad time. If any alien spots any soldier, the psionic Sectoid Leader will be able to hit any soldier with psionic attacks, including mind control. They will target soldiers with weak psionic strength... a stat you do not know yet. Pray it's not the guy with the rocket launcher, he could wipe out half your squad. Keep tabs on which troopers get targeted repeatedly, they're gonna be the ones weak to psionics. Don't execute them! In future missions where psionics are present, they can be psionic bait. They can't harm your squad if they don't have any weapons.
-Don't worry, psionics are just as overpowered when you unlock them yourself. If you manage to identify a Sectoid Leader (mind probes can do this)), capture them by any means necessary. Stun them and carry the body back to the skyranger and abort if you have to, the sooner you get one of these bastards the better.
-Do not exit the Skyranger on your first turn. Toss out a smoke grenade for cover and end turn. (shoot aliens if they start in view, of course) Aliens start in their spawn locations with full TUs. If they are facing the Skyranger ramp, they'll start blasting. Giving them a turn to move around makes them spend some TUs, so less are available for reaction fire.
-Yes, even on Terror missions. There are civilians around their deaths cost you some score, but so do the deaths of XCOM soldiers. (score affects your funding, so it's not just points) If your casualties aren't too terrible, even losing every civilian isn't a real problem. Get the points back by killing aliens and taking their stuff.
-Property damage is never penalized. Aliens can't take cover in a barn that is no longer standing.