Heal your ninjas when they take damage either with healing characters or - if it can't be avoided - consumable boosts. If you lose all of your ninjas, you'll lose the level. Try to think ahead to where your ninjas will be when they stop moving. If you leave your units near a spiked wall, the AI will punish you for your mistake. Don't just fling ninjas about randomly. You'll want to collect extra units frozen in blocks of ice as you progress through levels.