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The game gives you 3 difficulties you can choose from at the start. Story mode disables perma-death of characters, disables crits, and gives you double exp. Normal-casual only disables perma-death, and normal is normal.

Also here's some tips I learned coming into the game with no FE experience myself that weren't immediately obvious to me:

1) You CAN save mid-battle, but ONLY at the beginning of a turn BEFORE making any moves. Just left click on an empty tile at the beginning of your turn and it'll be in the menu. This was unironically the biggest gamechanger for me, so if you'll only remember one of these tips, make it this one and use it to learn the rest naturally.

2) Spreading experience around is important. Try to let your lowest leveled characters get killing blows whenever possible, or at the very least let them get a few hits in. They'll gain exp much faster due to the level difference, and a few extra levels makes a huge difference.

3) You can take your sweet time in most (but not all) battles, so try to engage as few enemies as possible with as many of your own as possible, so that you'll always have the advantage. Take your time and heal up before proceeding. If you want to be really safe, you can even bait enemies away from their friends by putting a unit in a defensible position (forests and such) that's only in reach of a few of the enemies.

4) Range indicators help a lot with the above. Right-click anywhere to enable a "universal" yellow range indicator that marks every tile that's in range of any enemy at all, and left-click a specific enemy to set a red range indicator that marks every tile in range of that one unit.

5) Even when not attacking on your turn, you should still consider setting which weapon a unit is equipped with since that's the one they'll use if an enemy attacks them on the enemy turn. You can do that when moving a unit by clicking item and then the weapon you want to be "equipped". Remember the weapon triangle!