Strategy games are a fairly popular genre, particularly with gamers looking for an intelectual challenge. It is important to understand why this is, and how to design them in a way that they don't grow boring quickly or otherwise lose the players interest.
How we play these games
In order to understand how to design good strategy games we must first understand the key components of what make one. Playing strategy games is all about making plans. The player comes up with a plan to achieve whatever the goal of the game happens to be and then executes it. However the game should then introduce some new element that forces the player to adjust their plan accordingly. This is what lies at the heart of pretty much all good strategy games. The elements of the game that make the player rethink and adjust their strategy, or sometimes come up with a completely new one, is what makes them engaging. Without this element the game would grow stale very quickly.
How to begin
One of the important questions in strategy games is how much information to present to the player at the start of the game, or the start of each mission depending on the games structure. In games such as Civilization or Endless Legend there is almost no information at the start. You can hardly see any of the map and have to make an immediate plan of where to build your first city and how to expand from there. In more mission oriented games such as the Fire Emblem series you can see the entire map and the enemy placement at the begining. Here you need to decide where to position your units, who to bring into the mission and how you plan to achieve the maps goal. No matter the game you want to try and provide the player with enough information that they can form an adequate initial plan and start to follow through on it.
Shaking things up
Now as mentioned before they key thing to consider is how you force the player to adapt to new information or developments once they are discovered. These factors can vary wildly from game to game but some more common ones are: enemy reinforcments, discovering a new enemy or resource, a random worldwide event, and so on. It is important to distinguish between how to do this well, and where it can be detrimental to the game experience. As a general rule these developments need to feel fair, and be things the player can properly react to. Now this does not mean they can't be overly punishing, in fact many good games of this variety do have mechanics that make it difficult for the player. Some of the most beloved games are extremely difficult and give the player great satisfaction when they finally overcome the challenge. The key thing to make note of is it needs to be something the player feels they can overcome, that if they plan appropriately and do something differently they will be able to overcome the challenge. Say a large group of reinforcements appears behind your troops, or you discover your opponent has units you did not expect. So long as you give the player a chance to react to these they will not usually feel cheated and instead think of how they can prepare for these developments.
When this is done poorly is when the player is punished for something that they could not possibly have predicted or that harms them in an otherwise unfair way. For example if enemy reinforcements appear at the very beginning of the enemy turn and are allowed to move that same turn. They were not on the map when the player ended their turn in a way they thought would be adequately safe, and now they have new enemies that can potentially ruin their chances at winning without any kind of warning. This is more likely to frustrate than anything else and give the player a negative experience. Likewise if a world event happens and in order to end it for some players they would need to travel halfway across the world to a location in enemy territory. Depeneding how severe the event is this can give one player an unfair advantage over others and again cause frustration in your player base.
When designing strategy games we need to consider how we will make the player adapt and change their plans throughout the course of the game. They need to be given just enough information at the begining to make their plan, and then presented with new information that may cause them to rethink said plan. It is important to do this in ways that the player has the ability to properly react to within the context of the game. Throwing wrenches into their plans that they have no way to anticipate or compensate for will only frustrate them and should be avoided.