Welcome to our community Agripa
Just one side not. Ppl dont play whole game with 0 losses. Thing with no loss is you battle and get some units killed, but resurrect them before ed of battle, so you finish that combat with same number of units as before = no units lost.
There is no special score bonus for no loss, it`s just something players started to see can it be done, and it grow from there. And became like next lvl of difficulty: easy/normal/hard/impossible/impossible + no loss
As for first battle, there is no need to kill dragon, just take doll and run away. Quest is to return princess, not kill dragon
Fight next battle with army you got for tutorial, it will be easy no loss.
Good luck, and have fun playing this awesome game. For questions, ask here , i`m sure some1 will help. And check forum, there are interesting advices all over.