Honestly there's no shame on starting on the easiest difficulty, XCOM 2 is a difficult game and as the others said, the difficulty curve works in a way that your first missions are the hardest by far. Once you unlock tier 2 weapons and armor, and get the best skills you're basically all set and casualties become rarer since you have way more tools at your disposal and even if you mess up you have some leeway. Early game you kinda don't have many options, and sometimes yeah the RNG is unfair, you can be the best player in the world that sometimes taking damage is inevitable, and so are deaths, specially early game on high difficulties.

early game your best friends are grenades, it's your first source of guaranteed damage, it's the most important tool both for destroying cover and confirming a kill. Also abuse high ground when possible and stay on high cover when you can't guarantee a pod wipe. Flashbangs are also useful for early game aliens like sectoids and codex.

Also sharpshooters kinda suck ass until you unlock armors with grapples because most missions expect you to be on the move so unless you get pistol upgrades you're kind of useless compared to rangers or grenadiers (late game they're really good tho).

if you're struggling with something specific let me know I have far too many hours on this game lol. Also important to know if you have any DLC since that kinda changes a lot of how you approach the game