I breezed through, relatively speaking, Sandstorm and US Marines after some initial hiccups relearning the rules and especially amphibious assaults. Boy did I learn that last one and supply!
So I fired up Blitzkreig. I had never played it either, but thought, why not level 5? I was able to handle the first scenarios pretty easy, although I had to redo Norway because I missed Trodhiem by 1 turn and made some mistakes.
Anyway, I took Paris and all that, although sometimes I took a beating on some units.
By the time I got to Greece, I was pretty low on RPs. I mean, I started with around 300, but I lost my to Me-190s at the end of Yugoslavia because I was dumb enough to think because I had the airport it would all be good. Then the AI counter-attacked and I was faced with
1) land on an airport with enemy units that will attack it
2) Try desperately to fly all the way back to the airbase losing planes on the way.
One landed and was wiped out immediately
one tried to make it to the nearest airbase, but when I took the last objective I got the win and the sound of my fighter crashing into the ground

Granted, that was my fault for assuming thinks when I really didn't need the fighter protection that late. I didn't take into account even MORE enemy units coming from the south.
Even if I hadn't lost them, the surprises, counter-attacks, not knowing the dispositions, etc. Having strength 13 units at the start is a hard slog and drains a lot of time and resources. Especially when you get surprised. You would think 13 strength vs 12 wouldn't be that big a deal, but it seems just enough to make everything a little costlier before you can whittled them down. By then here comes another wave!
In some ways, I feel like this is XCom where you want to be careful to not trigger the next "pod".
So my question is, how many have played level 5 fresh on a campaign they never played and were successful without replaying maps to get better results? To me, replaying a battle again kind of sucks because it is something I just did. I didn't want to start all the way over so I went back to my Paris start and dropped the level and it went smooth. Won by turn 16 I think although I didn't bother with the last of the 4 secondary objectives.
Also any advice would be helpful.