This game is hard. I suggest starting on Veteran difficulty, then try Commander, and then Legend.
Legend is significantly more difficult than Commander. Changes on Legendary difficulty include:

• The starting advent soldier has 4 health instead of 3. Starting grenades do 3-4 damage, so grenades are no longer guaranteed to kill advent soldiers. Other enemies similarly have more heatlh.
  
• You need more corpses for research and more corpses to make items
  
• Many items cost more resources to make
  
• Your soldiers need more experience to rank up

• Beta strike is generally an unpopular option, although some people love it. I tried it once. To get an idea of what it's like, imagine a couple of 20 health sectoids mind controlling your rookies in mission 2. It's a dramatically different game experience and I do not recommend it for beginners.
  
• Reaper/Skirmisher/Templar Ally:
  
  • If you select “Lost and Abandoned” later in the new game setup (see the “Optional Narrative Content and Integrated DLC" section of this guide), your choice of an ally on this screen will be ignored and you will not start with a faction ally on Gatecrasher.
    
  • If you don't activate Lost and Abandoned and do not pick a faction ally in the Advanced Options, then a random faction ally will start with your team on Gatecrasher.
    
  • Choosing a Reaper ally is generally the easiest way to start. Movement choices have the most impact on your tactical success and having the benefit of a reaper's concealed scouting strongly helps making better movement choices. However, all the faction hero starts have advantages, so I suggest experimenting with different faction hero starting allies.
• Grim Horizon does exactly what it says. Permanent dark events make the game significantly harder.
  
• “Lengthy Scheme” requires the aliens to complete twice as much progress to complete the Avatar project and trigger the game end countdown. If you find the Avatar project too hard to control, use this option.
  
• “Time Turner” doubles the number of turns you have on timed missions. The timers can be very tight on some missions, which greatly increases the risk you will fail the mission or take awful casualties trying to complete it in time. Many community members suggest that the turn timers are fine when left short and this true when you become experienced with the game. With double turn timers, you will feel very little time pressure. A middle ground approach is to use a mod like Timer Tweaks for WOTC. Experiment to see what you like best.
  
• Precision explosives: Eliminates the possibility of rolling max damage against units on the edge of the explosion. This is a significant nerf to explosives. Not recommended.
  
• Some mods place gameplay options here in Advanced Options. Here are some examples:
  
  • The Second Wave Pick Your Chosen mod allows you to pick the Chosen you will face first. Hunter is probably the easiest, assassin the hardest.
    
  • There are a lot of good mods that randomize starting rookie stats and add an option to Advanced Options. I personally prefer Point Based Not Created Equal.
    
    

• The tutorial is not normally playable at legend difficulty. I suggest only playing the tutorial when you play your very first campaign.
  
• Note that the first mission in the tutorial is entirely scripted, so you just click through it as directed.
  
• If you want to use the tutorial at legend difficulty, there’s a mod for that. I do not recommend it because unlike a normal start, your Avenger will not have a free room already excavated: Legend Tutorial Enabler.

• Ironman mode automatically saves your game periodically and does not let you have more than one save.
  
  • I recommend save scumming through Veteran, Commander, and Legendary difficulties and then taking on Ironman Veteran, Commander, and Legendary difficulties. You will need to be very comfortable with the game to succeed at Legend Ironman.
    
  • You will need to play more slowly and really think through each soldier’s turn very carefully. This slower paced game may not be as fun for you.
    
  • Poor movement choices that trigger multiple pods are most likely to end your ironman campaign. It takes practice, patience, and paranoia to consistently make good tactical moves.
    
  • Ironman can punish even innocent misclicks with brutal consequences.
    
  • If you are feeling less iron and more man, if you immediately press Alt and F4 simultaneously after you make a tragic error, Xcom 2 will shut down immediately and you can usually prevent the game from saving.
    
  • The game can be buggy, especially if you are using mods. I have had an ironman save become corrupted and unplayable, which is very disappointing.
    
  • If you enable ironman mode, your end of game victory summary will say “IRONMAN” so you can screenshot it and show Reddit your achievement. It also feels really good to finally beat the game on ironman.
• As an alternative, you may want to try “honestman,” where you do not enable ironman mode, but also do not casually reload to undo actions. This allows you to reload an earlier save if your game save becomes corrupted. You could also allow yourself to reload in cases of bona fide misclicks or in other circumstances you consider appropriate. The temptation to reload after making fatal mistakes can be very strong. You will not get the coveted “IRONMAN” on the end of game victory summary.
  
• Some people play “bronzeman,” where they will only reload a mission from the start. That is, if they make an error and want to reload, they reload their save from the mission start and play through the whole mission again.

There are some spoilers in this section.

Much of this information is contained in a table I uploaded to Google Drive: Optional Narrative Content and Integrated DLC Table[docs.google.com]

Lost and Abandoned

• Enable this series of missions at least once to play the content. It is a scripted series of missions that you won't otherwise experience.
  
• I suggest disabling Lost and Abandoned for most playthroughs because when you play through “Lost and Abandoned” your first faction soldier will always be a reaper and your first chosen will always be the Assassin. You won't have a faction soldier on the Gatecrasher mission and the flow of the early campaign missions will be different.

• If you enable "Lost and Abandoned," you will not have a faction ally on the Gatecrasher mission, even if you chose a faction ally earlier in the Advanced Options.

Integrated Downloadable Content

If Integrated Downloadable Content is kept checked:

• To get the Alien Hunters weapons you will need to research Experimental Weapons with Tygan, build the Proving Grounds, and then individually manufacture each of the Alien Hunters weapons in the Proving Ground. This the slowest and most expensive way to get these weapons. The weapons are very powerful, so some may consider this a more fair way to get the weapons.
  
• The Alien Rulers will be assigned to guard Avatar facilities as they are constructed. Each facility guarded by an Alien Ruler will be marked with yellow warning text about a powerful enemy being at the facility. The first new facility will have the Viper King, the next the Berserker Queen, and the third the Archon King. If you make a note of each facility as it is built, you will know exactly where each Ruler is located. If you do not kill the Ruler when you assault the facility they spawn at, that Ruler will then start to show up randomly on missions. This makes assaulting the earliest Avatar facilities much more dangerous and meaningful at early levels and so can make controlling Avatar project progress more challenging.
  
• SPARKs can be built in the Proving Grounds by choosing the "SPARK" project.

If you uncheck Integrated Downloadable Content:

• I recommend enabling "Alien Hunters: The Nest" and "Shen's Last Gift: The Lost Towers" each at least once to experience the content. You will be taken through a couple missions you would not otherwise experience.
  
• The "Alien Hunters" and "Shen's Last Gift" missions are not directly integrated, so you can enable one while not enabling the other. You can try both missions in the same campaign or try them separately in different campaigns.
  
• If you do not enable Alien Hunters, then:
  • The Alien Rulers will eventually show up randomly on missions
    
  • You can individually build each of the Alien Hunters weapons at any time simply by choosing "Build Items" under the Engineering tab and paying the required amount of supplies. You will be able use supplies to upgrade the weapons as you tech up.
• If you enable the "Alien Hunters": (spoilers follow)
  
  • You will get an early scan (“Location Beacon”) to pick up the frost bomb, bolt caster, shadowkeeper, and hunter's axe immediately, no proving grounds required, no construction time or cost. These weapons are extremely helpful early on. However, upgrading the weapons to higher tech tiers will be gated behind a later "Alien Nest" mission.
    
  • The Alien Rulers are gated behind a later "Alien Nest" mission which is unlocked after you scan the "Triangulate Position" site on the world map (it will eventually show up marked with 3 skulls on the world map). If you don’t complete the "Alien Nest" mission, the Rulers will not spawn. You will be free to conduct any mission and attack any convenient avatar facility without worrying about Rulers. You can wait and do the Alien Nest mission after all 3 chosen are killed or whenever you prefer. Note that you can't upgrade the bolt caster, shadowkeeper or axe until after you complete the Alien Nest mission. That has no effect on the frost bomb which is extremely useful from the start, and the other weapons still feel useful due to their increased aim even when you have magnetic weapon options. The unupgraded axe does as much damage as a tech tier 2 sword and gives one free action attack, so you will probably want to use it at least through tech tier 2.
    
  • The Alien Nest mission features the Viper King and a couple dozen junior vipers that Central can melee to death using his reaper skill. If you bring strong enough soldiers (e.g. a reaper with expanded magazine, repeater and the banish skill), you can kill the Viper King on its first appearance.
    
  • After the Alien Nest mission, the Alien Rulers will show up at random* on future missions. If you have the Shadow Chamber up and running, you can tell that an Alien Ruler is on the mission if it has an unusually low amount of enemies.
    
  • If you wait until very late in the campaign to do the Alien Nest mission, the Alien Rulers will show up on your very next missions. If you didn't kill him at the Nest, the Viper King may be on cooldown, but the Berzerker Queen and Archon King can show up on consecutive missions.
    
  • If you don't want to play with the Alien Hunters weapons or Alien Rulers, the only way you can do that is by enabling the Alien Hunters and then never scanning the Location Beacon.
• If you enable Shen's Last Gift you will get a mission scan to investigate the "Lost Towers". At the end of the mission you will get a free SPARK and you can build additional SPARKs in the Proving Grounds.
  
• If you do not enable Shen's Last Gift, SPARKs can be built in the Proving Grounds by choosing the "Mechanized Warfare" project.