There are some games that are very light and random, without much strategy at all, such as Fluxx. Other games have some strategy, but the basics of that strategy are fairly accessible to new players; Blam! would fall into this category. There are heavy games that have strategic considerations that you might not realize until you've played the game many times; in these games, new players can be intimidated by the heavy strategy, or confused by the wide range of choices available to them, not knowing how to evaluate the choices they have. This would include games such as Gnostica and Homeworlds. Then there are games like Zendo that are just so different from normal games that you have to get used to a different way of thinking. This strategy section is intended to help new players figure out what's going on and how to get started, as well as give experienced players a forum for discussing advanced strategic ideas.
Greg Aleknevicus has some good tips on basic strategic concepts in his The Games Journal. These are slightly oriented towards resource-management type games, but can be useful for other games as well.