Don't you just hate it when aliens invade your tiny little planet? Well, there's a game for it. XCOM: UFO Defense (UFO: Enemy Unknown) is a alien killing strategy game developed by MicroProse. It's unique among strategy games in that there's a micro and macro element. You get to play in the operational level, commanding an international anti-alien organization, and also command the tactics of missions in which you intercept and kill the aliens. Oh, and the game's released in 1994, so don't expect any of your fancy zoomer 3D.
XCOM is probably one of the best strategy games I've played. Initially, it is very difficult, as your inexperience will get in the way of the tactical-level side of things. As the game progresses, I managed to command a multinational organization with a small but very effective militia. 9/10.
If you buy the game through Steam or GoG, the default implementation will be played through DOSBox. However, the original DOS version of the game had many game breaking bugs. OpenXCOM is a FOSS reimplementation of the game using its assets, so do use that source port to run the game. It also features a multitude of mods, such as the Final Mod Pack, and XPiratez.
Your base is important. Though it may seem like layout should be optimized for building, do keep in mind that aliens can and will invade it, so keep defensive measures in mind.
When you finally encounter your enemy, be prepared to lose soldiers. The aliens have superior weaponry and situational awareness, and most will fire from cover/concealed positions. As you play on, your tactics will develop.