All of the difficulty achievements stack. It's best to play on easy though to gain all of your upgrades to help you with getting platinum rankings. There are a total of 13 levels split up into 3 acts. The tutorial has no difficulty setting and only needs to be played once. There are a decent amount of checkpoints in the game, the only problem you may face are the bosses. Check the secret achievements for strategies to beat each boss. Collect emblems for life if you're low and skip as many enemies as you want, since most are not required to be defeated.