I just finished an XCOM campaign on Normal without problems, so I decided to start a Classic one, even though I haven't played it in a while.
Still, the first two mission actually end up being quite easier than I feared, as I lose no soldiers (except for a gravely wounded Assault) and I even get the "Flight of the Valkyries" Achievement (win a UFO mission with an all-female squad) without even noticing. Somehow I didn't already get that.
Then, I get a call for an alien abduction; the map is a large road with lots of vehicles as cover, so I move everyone behind cars as I spot the first aliens, two Sectoids. I leave a rookie behind half cover as "bait" while I move my Assault around a truck for a dash the next turn.
Then the alien moves away from his position, runs through my two Overwatch and fires at the Assault.
Critical, instant death.
The second alien shoots at my other soldiers, missing them. I move them behind cover to lure the aliens... an then my sniper gets caught in an explosion and dies. Apparently the second shot hit the cover, and since it was made of two wrecked cars, I didn't spot the fire.
My rookie and my Support attempt to do something, but both them and the aliens are locked in a firefight behind full cover, with about 30% hit chance each time.
Then, the first alien gets another lucky shot on my support.
Critical, instant death. Again.
My rookie tries to run for the evac zone and gets shot by the other alien in Overwatch.
So, after two easy mission, I get a Total Party Kill that takes out basically every good soldier in my team. And all of that thanks to two basic and "weak" aliens.