The problem with Ironman in a game like this, and I am playing Iron man, is that some of the missions are "surprise" missions and can easily wipe you out. For example, the mission might lead you to believe you are fighting bandits, so you gear up for bandits, and lo and behold, it's something completely different and if you don't recognize immediately what is about to happen... you die.
I mean I guess that's the point, but I've had all of my very promising games lost due to surprises.
A lucky crit or something taking out a valued Bro is bad enough - but rolling up with some spears, expecting direwolfs or bandits, and then encountering ancient auxiliaries will hurt REAL bad.
ps. you might think shield wall will save you from AA's - and it can have SOME success, but because they have no fatigue, they can shield wall and move into your square, giving them a high chance of defeating the wall.
pps. now that some of my bros have enough fatigue, they roll with a back up weapon of another "damage" type (usually axes).
ppps. I'm just saying that if you brand new to the game, stick with Veteran of course (normal is too easy), but maybe don't do Ironman till you feel really comfortable.