Off the top of my head the tutorial scenarios consisted of adding more models in with every iteration to get you used to mechanics before adding the next one; you started Icestorm with Alguaciles v. Fusiliers, then added heavy infantry, then added the mimetism/MSV snipers, then added the Spektr and the Akal to get you used to needing to adapt to enemies popping up in unexpected places.
If you're just starting off without a two-player starter and don't have anyone on hand to explain the game to you I'd suggest trying to start with just basic direct-attack troopers (riflemen and such), and add a new mechanic every few games just to give yourselves time to get used to everything. Let us know what factions you're playing/what stuff you've got and we might be able to suggest a more specific sequence? One of the tricks is not adding units without also adding a counter to them; the Icestorm scenarios make sure you've got an MSV on the table before adding the camo trooper, for instance.
Addendum: The list of special skills/special rules can look overwhelming but the skills/tactics/units required to deal with one enemy strategy are frequently applicable to others; if you know you need MSV coverage to deal with camo markers you'll also be able to handle smoke, if you know you need to pay attention to your rear in case Hidden Deployment models pop up you'll be ready for Airborne Deployment, if you know you have to be careful of allowing hackers or repeaters to get close to you when you can't see and respond to them you'll also be ready for Speculative Fire, etc.