Quick clarification! It is not an I-GO-U-Go set-up as I first thought on reading the rules. It is alternate activation.

Therefore, If you have two people playing and player 1 wins initiative:
Player 1 moves, Player 2 moves
Player 1 shoots, then Player 2 shoots
Player 1 fights, then Player 2 fights

A very big difference that helps keep all players fully engaged.