XCOM 2 retains the turn-based gameplay of the original. The player and the AI side exchange turns, unlike most of known turn-based strategy games like Final Fantasy Tactics and the Disgaea series where the Agility / Speed stat will determine the order of the turns. In XCOM, there is no such thing, sides exchange turns, one side can only move its units once the other side is done with all of its units. Nothing in between.
Blitz (Sprint) vs Taking it Slow
Similar to the first game, pure movement is divided into two: Blitz and normal. With Blitz, the unit can move further in distance, however, this will disallow the unit from taking more actions like Overwatch or attacks. It is worth noting that some class-based skills allow movement even if after Blitzing like Ranger's Run n' Gun and Specialist's Ever Vigilant passive trait. Also, Sharphooters cannot use their primary weapon after moving, regardless if its a full Blitz or just a square away. However, later in the game, Grapple allows movement for Sharpshooters without losing their chance of shooting with their primary. Grapple can only be accessed through wearing Spider or Wraith Suit.
Most of the times, a unit can only take one action after movement. Shooting with the primary weapon usually ends the unit's turn. However, there are several weapon upgrades, class skills, passive traits, and other things that will allow the player to execute more actions even if after firing the primary weapon.
Taking your time is the usual mantra in playing the XCOM series, however, XCOM 2 imposes turn-limited missions that pits you to race against "time". Therefore, Blitzing across the map is also necessary in order to get to the objective, especially in Retalliation missions where the easiest way to save the civilians is getting your squad under fire.
Panic, Panic
Forget all of the rules mentioned in this guide when a unit gets "Panicked". Even if the unit is a Sharpshooter, the panicked unit will fire its weapon or move right after completing a turn, under this condition, rendering all of the movement rules inapplicable to the panicked unit.
It is very easy to differentiate normal movement from Blitzing. Moving to tiles in blue outline is considered normal, while in pale yellow is Blitzing.