[.86][Suggestion] I need a way to retreat from combat

There are relatively low level spells in the magic tree called "escape", that allow the caster and their army to retreat from combat, in exchange for some mana.

Yeah I know, but when my sovereign is walking around at the very beginning and gets attacked it sucks!

I really think this is the big hurdle that gamers are going to have.  Most games accustom the player to either never dying (or death not having consequences) or death being the end of the game.

It's OK to die in FE, but it's not meaningless.  And it makes the game more interesting because of that.  You can experiment, take on fights that you might not win, rather than only taking on fights where you are completely dominant.  On the same token, you can't just throw your guys mindlessly into every battle.

On other hand I have once accidentally selected unit from group and then attacked. Meaning only one unit attacked instead of whole group. It was a mistake but I would like some way of retreating instead just watching my unit die pointlessly or load game...

in case of hilarious human error, there is an autosave. Isn't there a screen that pops up when you attack that shows attacking and defending units? 

There is, and it lets you cancel the attack before you commit.

Yeah, but most people zoom through that screen without really looking at it.  It would be nice if some sort of warning popped up when you were sending one unit in out of a bigger stack, some sort of a "are you sure you want to send XXXXX in alone"?  Obviously, if the unit was alone to start with, this would be repetitive (and therefore shouldn't pop up), but it would be an awesome feature. 

Or maybe (even better!) if the unit management was done differently, and splitting a stack required that you hit some sort of a "split stack" button, instead of the current way it is done.  Then people wouldn't accidentally split stacks so easily, I know it happens to me too, and it's honestly an annoying interface feature.