A lot of people in the game have, at various points, complained about some turns being super-important. For example, complaints about turn one alpha strikes are pretty common now with Razorspam and have also gotten hate in the past over Leafblower, etc. There is also a recurring theme of the game being all about the final turn rush to contest objectives with tank shocks, etc, with all the maneuvering, etc, of earlier turns being nothing but a setup for that last one. However, I don't think either of those are the most important turn, even my thoughts on the validity of those complaints aside, because there is a much more critical point of decisions.
That point is turn zero, the choices you make before the game starts. Whether or not to take first turn and where to deploy are of critical importance and a poor or even merely mediocre choice there can spell the end of a what would otherwise have been a fairly even matchup before it begins.
Once the game type and deployment has been determined and, assuming you win the roll-off to pick first or second, you have a big decision to make: whether you want to deploy and go first or not. Now, there are some general guidelines that you can follow for this one that will, more often than not, guide you through it- go second in objective games, first in KP- but that misses out a lot of very, very important nuances. Differences in the board's terrain can alter the value of picking various sides to take advantage of them or deny the enemy their use. The relative engagement ranges of the two armies are also very important- if you can predict where the enemy will have to deploy against you in order to be effective, going first gains a lot of value.
The elephant here, however, is the actual deployment itself. How you deploy your army is, no overstatement, probably the most important single decision you will make during any game. A poor deployment especially can be absolutely backbreaking as you attempt to get your units into position from where they started and struggle to deal with the enemy's army (assuming they deployed correctly.)
One of the most common offenders here is the "all in a row" deployment, which is very common with new players. It's very simple: you take all your units and you spread them in a big long line across most or all of the deployment zone, and then, if your enemy is smart, you lose, because they stick their entire army into one section of the board, focus fire on you, and wipe you out piece by piece. The lesson here is pretty simple: don't spread out past the point where parts of your army can support each other.
Another common mistake is reserves. With the way reserves work in 5th edition, if you don't have reserve bonuses, you do not want to put significant fractions of your army in reserve. There exist situations where it is the right choice, but 99% of the time it is not. This means you don't want your whole army off the table, you don't want half your army off the table, you don't even want a third of your army off the table. You maybe have 1-3 units- and not major firepower-contributors- held back for some fancy job or to ensure they don't die before getting their shots. Doing anything more than that is simply setting yourself up in the same situation as our last example: the enemy gets to use his/her whole army against you, but you only get to use part of yours. Such lopsided battles are the very opposite of what you want to be happening, and forcing them on yourself is simply not a thing you want to do.
There are innumerable other mistakes that can be made during the deployment phase of the game, both large and small. Going first is especially perilous in this regard because you have to not only try and predict where the enemy will deploy and how to counter it, but also worry about having the initiative seized from you- and this is another common failing, the assumption (when deploying) that you will automatically go first when deploying first. Seize the Initiative exists for a reason, and that reason is to temper the possibility of an alpha strike against the danger of setting yourself up with no defenses. Misjudgements in the enemy's plan are a close second, and misjudgements of how engagements will go ("My Grey Hunters can probably take his TH/SS.") or how the game will flow ("And then on turn 3 my Carnifexes assault his tanks and...") or what parts of the board will be important (for objectives, lines of shooting/retreat, etc.)
My point here isn't to try and illustrate every way to deploy right- or wrong- because not only is that a herculean task even given the lengthy articles I normally write, but also because it will be highly dependent on the matchup and thus not really something that can be stated in broad terms. Blood Hammer will not deploy the same as Nidzilla will not deploy the same as BA Razorspam will not deploy the same as SW Razorspam will not deploy the same as any other army. My point is that you shouldn't just roll the die for going first, grab a random part of the board and start laying dudes down- and all too often this is what I see. It's good to have a general outline of a game plan for your army, but before things begin you need to look at your opponent's army list and think about how it's going to interact with your own and with the mission and what that means to you.
The beginning of a game can be kind of harried, just like any time- the other guy wants to put his toys out, you've got noise going on everywhere, you want to get the game started also, you're trying to hammer out terrain, make sure you understand their list, etc, etc. But it greatly benefits you to step back and think long and hard about what your deployment is going to be and why you're deploying that way. Look back after the game is over and consider how your deployment affected the choices you ended up making and what choices it forced on you. Did your Leman Russ spend the whole game trying to get a good shot at the enemy? You may have deployed it into a poor position.
Deploying correctly is one of the hardest things to do in the game because you only have one chance at it and its effects are very non-obvious- it always feels like other factors (enemy movement, terrain, etc) were responsible for the results of your deployment, but in truth these things are often foreseeable and a good deployment can mitigate or eliminate them as factors. Good generals can win the game even before it starts simply by virtue of how they deploy, and this is something that largely bypasses the dice rolls that can control many other phases, much like movement.
