It's only early days, I've only fought 2 battles at the start of the High Elf campaign, but I get the feeling I'm really missing something here. The first one was okay, but the second one, just before you get to the first town, went so very wrong. Everyone died apart from one unit of spearmen. Even my leader was killed. I thought this was meant to be a heavily scripted tutorial. Units were one-shotted by enemy units, my attacks did very little to deter them at all.

I read about the attacks of opportunity and am familar with the concept fron D&D 3E games such as NWN, I understand the mechanic of using your movement points in the opponent's turn to counter and do AoO. I've actually played AoW 1 and 2 and don't remember this kind of thing happening. So what's up here? Is there some general concept I'm missing, like going into Dark Souls without blocking or dodging?

Cool, thanks. I've also found this playlist by iHunterKiller on Youtube that's a good tutorial.

One thing that I've found to help quite a bit is to have two heroes in the same stack. When just starting a game a single hero in a weak stack doesn't help much. One hero is usually a priority target and doesn't have the Hit Points, powerful spells, or special abilities to be able to survive a dog pile. Two heroes tend to split the enemy's efforts, and also offers more ranged and spell power.

Of course simply outnumbering the opponent is always good, but even if you're fighting a 6 on 6 battle another decent strategy is to break one of the units off and attack from two sides. The opponent will split his forces, and while you'll probably lose the single unit your main stack will have some breathing room to fight against fewer units.

And keep in mind that a wounded unit is just as strong offensively as an unwounded unit. Focus fire on a single unit until it is dead, especially ranged units. It's fine to leave a melee unit alive if you can be sure it can't reach you (many spells are good for slowing units down), but otherwise focus fire on them as well.