You are a human fighting demons from Hell, of course it's not going to be easy :P!
Here is a tip: Go back and forth to the previous cars and you will be able to pick up some crystals from the floor that spawn randomly. Not before long you should be able to afford other skills and an Accessory (like Angel Statue) which will make your life easier. Also remember, the Hell's Guardian is weak to ice! Knowing when to use the ghost is key to that fight.