You can switch difficulty modes whenever you want. The game starts deceptively easy, but gets really hard later on, so don't be shy and change that difficulty!

Also, this is one of the only games I know that it's really easy and advised to reach level 99 and the enemies are even scaled to that. Normally you finish an FF around lv. 50-60, even though you can reach 99, so those levels are basically wasted. Not here!