Some scenarios might be very challenging but others are very much appropriate for new players. The AI is in no was uber you just need practice to beat it. Scenarios where you have a numerical superiority is a good start to learn the basic mechanics of the game. Scenarios is the way to go as a new player. Campaigns should be saved for later.
Some might find it to hard, others that its to easy. The ones that find it hard, might over time find it to easy (with practice), but the ones that find it to easy wont go back to finding it to hard. Its a though balance.