I started on the easiest difficulty, as well (generally sucking at RTS games). Once I started getting the hang of the combat mechanics and controls I bumped the difficulty up to easy and then normal. I usually left the game speed on slowest, increasing it if I was waiting for something (using the NumPad + and - keys to change the speed).
A couple shamans at your base, and/or behind your main group(s) of units, makes it easy to jetpack back to heal faster, if you want to take a run at an area or group with strong air defences.
