Playing the large scenarios straight off without any experience of the game system or fully understanding the rules will lead to frustration as the sheer amount of units and situations you don't understand will give you a headache, it is like running before you have learned to walk.
Far better to play small scenarios against the AI without FOW while reading the manual, once you get a feel play the AI with FOW on, then consider playing several small scenarios H2H to gain experience before expanding into the bigger scenarios.
Slowly learning the system and gaining experience to build up to the big scenarios was all part of the fun for me.