Do not do this. I am serious. Even if you have played an FE game before, I wouldn't recommend starting above Hard. If you don't know about the new mechanics (specifically, how Pair Up works and how it differs from the old Rescue system), you will not make it out of the first Chapter. You probably won't make it past the first turn.

Start at Normal. It will still be a challenge for you, especially if you've never played an FE game.