(1) The most common mistake I made as a newbite was charging light troops with some non-light troop, and the light troop then unexpectedly (to me) evaded. How about a tooltip or icon that appears when hovering over the target unit indicating to the attacker "This unit will try to evade your attack?"
(2) My choices for combat information seem limited to (a) no useful combat information or (b) huge amounts of combat information presented in a confusing format. I kind of wish that the "detailed" combat info was written such that someone who isn't a FoG expert could parse it. You can really only understand what it's saying if you read the source code. Which none of us have. Which brings me to point #3:
(3) Seriously, guys, you need an actual manual. One that explains combat in detail. I would even pay for it as part of an expansion.
(4) Once we have detailed combat info that is readable, I'd sort of like to be able to pause after each enemy combat (so that I could actually read the detailed combat info and understand why I just got destroyed).
(5) I refuse to believe that I'm the only person who has difficulty telling which hex side my troops are facing sometimes.
(6) A replay of the entire game from start to finish (note: I kinda want this for my http://hexwar.com games, too

That'll do for a start, although I can think of other things that would be helpful.