Whenever I buy an RPG I make a promise to replay the first 10 or 20 levels if I get bogged down. You have to strategize abilities and level-ups for what the game throws at you, and if you pick wrong, sometimes it is best just to go back to square 1. Playing through a second time I often catch much I missed the first time and pick up a lot of new things and am off to a much better start.
As for finishing a game wrong, if you finish it can't be all that wrong--but for RTSs I always promise I'm going to pay more attention to micro and learning unit special abilities, and I always end up focusing on economy, maxing tech and army size, and blindly rally-point a random mish-mash of spammed units to the enemy objective, while sitting back and watching the minimap.
As for finishing a game wrong, if you finish it can't be all that wrong--but for RTSs I always promise I'm going to pay more attention to micro and learning unit special abilities, and I always end up focusing on economy, maxing tech and army size, and blindly rally-point a random mish-mash of spammed units to the enemy objective, while sitting back and watching the minimap.