Take Things in the Right Order
Play the game in order. No Surrender: Battle of the Bulge is divided into 20 missions spread out over three chapters. Although you do not have to play the chapters in strict order, earlier missions unlock later facets of the game within the chapters.
Nuance Matters -- Don't Go Blundering In
Avoid full-scale frontal attacks. This game is about tactics and strategy, so take the time to fully understand your position before you move your troops. You will probably need several tries to get it right.
Take the Broad View of Things
Rely heavily on the overhead camera view -- one of the game's several options for seeing what's going on. This view gives you a broad look at the battlefield, helping you to sustain a more comprehensive situational awareness.
Know Your Stuff Going In
Read up on your World War II history before you start, with particular focus on the Battle of the Bulge. The more you know beforehand about the actual battle, the better you'll do with this game. Indeed, its greatest appeal for many will be the historically accurate maps and troop placements.