Problem is knowing which of your opponent's pieces IS the flag, as opposed to say a bomb or a spy. The identity of a piece is only revealed when struck. Use deduction, luck, and tactics to find and capture the other guy's flag before yours falls.
Every game is different because players begin by arranging their different pieces. When I was growing up, we often came back to our Stratego game. It would be fun to see how many of our house rules and variants the sibs can remember.
See also Ultimate Stratego for the 4 player version.