I just got Sacred Stones as an ambassador game, and really enjoying it. (Just beat chapter 14, currently leveling up some lesser-used characters.)
Anyway, I've been playing on beginner (Normally I start out on normal difficulty, but I needed the tutorials), here's some commentary on what's gone on for me:
First off, Seth is amazing. He's basically the ultimate tank for me so far, as I can basically toss him out front and let everybody run up and suicide against his lance if I need. (In fact, without him I wouldn't have been able to kill King Vigarde, he was one of two units I had at the time capable of doing any significant damage, and the other one died in the combat. But I'm getting ahead of myself.)
Early game was fairly unremarkable, although I got my first casualty (Colm) on the level with Joshua/Natasha (level 4 I think?). There's a bit of a story behind that, actually.
Recruiting Joshua was a bit of a pain, as I didn't know that he wouldn't attack Natasha. So, I figured I had to have one unit tank a hit and then let Natasha talk to him.
So, try #1: I send Seth out there, he takes the hit easily, and then 1-shots Joshua. Whoops. *restart*
Try #2: Maybe a slightly less powerful unit, like Eirika. Oh look, he got a crit. Game over, *restart*
Try #3: This time I sent Seth without weapons, and it actually worked.

But later during the level, I had Colm near the front lines in a little bottleneck. Basically, he could only take one hit, but only one soldier could attack him. So what happens? He crits, kills the soldier, and let's another one attack and kill him. Having been really annoyed by this point, I just kept going.
My next death I don't remember too clearly, but it was Lute getting overwhelmed at some point.
Then Ross fell thanks to a certain Wyvern rider. I was probably lucky to get out of that level without even more casualties, between the ships, enemies coming from behind, and just forces all over the place.
The next one wasn't so much a death as a missed recruit, I killed Marisa by accident (didn't even realize she was recruitable until the death text), and considering how frustrating that level had been, no way was I restarting yet again. (The level before that with the ship and the fog was also a real killer, but I got through it in the end.)
The next one was on level 13 (I chose Ephraim's path), with Selena. Nope, it wasn't her bolt, but a couple of pegasus knights surprised me with their range and killed a healer. (They KNOW to shoot the medic first! I forget her name, but she was mounted and it started with L'a-something.)
And finally, on level 14 I cleared most of the level without incident (although there were a couple close calls and I couldn't recruit the rogue because of the death I'd taken last level), but only two units went even with the king, Seth and General Drussel. It was a pretty long drawn out battle, but the king nailed Drussel on a crit (9% chance, and it was only the third attack), and Seth eventually finished the job when he finally connected twice with an armorslayer.