"Judson, can I take squads of dudes riding Harleys, toting Thompson submachine guns, without magazines," is not a question I've ever heard. We've heard a ton of them, though, and I think that instead of answering specific questions, a more valuable response would be to let new (and even old) players know what they should expect when diving into Bolt Action, in no particular order.
If a player is coming from a popular tabletop war game background, as most players are, the one thing needs to be established before anything else: This game is not the IGO-UGO that you're used to. I imagine that if you're getting into the game, you've already heard this mentioned, but the differences can't be appreciated until you actually play the game a few times.
You will begin your first game in a very familiar position. All of your units will be arrayed against your opponent's, one side of the table squared off against the other. One of the two players will get to activate one of his or her units, but then the entire process starts again. You cannot form a plan in the sense that you did in IGO-UGO systems in Bolt Action. The game simply does not work that way.
Some players react to this negatively, by saying something like, "it just comes down to the luck of the draw!" The player that pulls the next order die "wins", in other words. This is a ridiculously simplistic way of looking at it, akin to saying "the player that rolls better always wins" in any game that involves dice. Some players react to this positively by saying, "it's like every order die is a new turn, and I don't lose all my units before I have a chance to react!" The fact is, no one knows when their order die would be pulled, any more than a player can predict when he'll roll his next 5+ on a D6. The sooner you embrace the fact that you can never come up with an all-encompassing plan to victory, that you need to be flexible moment to moment, the sooner you'll enjoy the game.
The next big jump players have to make when they jump into Bolt Action is the fact that unit damage comes in many forms. You're used to your models being destroyed and removed from the table, one by one, but are you used to a secondary form of damage? Pin markers are a negative effect accrued by units that take fire throughout the game, degrading their effectiveness.
There are two ways to be damaged in Bolt Action. One removes models, and the other reduces their effectiveness. There is a difference between the two that needs to be acknowledged before ever chucking your first die in anger in a game of Bolt Action.
Next up on the list of things you simply have to understand before gaming in Bolt Action is, you'll never have a good time playing it (or probably any game ever made) if you're unwilling to accept liberties taken by the game designers for the sake of creating a playable, enjoyable game.
Yes, it's true! Like any playable game, there's a bit of Hollywood in it! Audie Murphy would be proud. Occasionally, a small group of soldiers will hold off an overwhelming assault, or a gigantic anti-tank weapon will fail to destroy it's target. Dice are rolled in this game, so you can expect to see some crazy things occasionally. The fact that players don't activate all of their units at once seems to make this more apparent. In an IGO-UGO game, you might line up the perfect shot, whiff on the dice, but be left with an opportunity to take another shot before your opponent can react. In Bolt Action, you might miss a roll you "should have" made (there's a ridiculous statement) and then be forced to deal with your opponent's immediate reaction. You're not given the luxury to mitigate one bad roll with extra dice tossed at the problem by other units. That said, your opponent faces the same problem; and that leads me to probably the most important observation to be made as you initially wade into Bolt Action.
The simple fact is, opposing units are going to completely ruin your plans. It's simply the nature of a game that does not rely on the tried and true IGO - UGO mechanics that your plans will fail. Periodically, a mortar will unexpectedly range in on your unit that you're relying on to take an objective or threaten an opposing unit. The flamethrower that you're counting on to clear that bunker will run out of fuel. The air observer you hoped would destroy the enemy tank will make a mistake, and call in an air strike on your own unit.
This is going to happen to you during Bolt Action games. It's going to feel awful. The bold amongst you will curse the dice gods, or blame your dice rolling "ability" on your loss - but the important thing to remember is that these same cruel twists of fate are potentially happening to your opponent. Certainly, in any game that utilizes dice, blame can be laid upon one certain, crucial, die roll. However, if you're honest with yourself in a game of Bolt Action, you'll know that incredible amounts of dice were thrown throughout the game. Likely, the player with the more flexible, adaptable plan left him or herself in position to win.
And if it didn't work out in the end - if your opponent's lone lieutenant manages to kill a seven-man assault squad, if your opponent's light tank manages to destroy your heavy tank, if your reserves refuse to come on all game - there's always one thing to say: "That's Bolt Action."
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