question about difficulty

Hello, i recently purchased Millenium a new hope, and would like to know which difficulty i should choose. I played rpgs like FF series, or wild arms, but it seems aldorlea games are much more difficult.
I dont understand why after hard de there is a difficulty called story mode, meaning this one would be harder than hard mode. Generally a mode callled story mode is meant bo be easier.
The reason of my dilemma is that i read some bosses are available only in highest difficulties. I want to play the game fully, and would like to do a single but long walkthrough.
I had tried difficult modes in dreamscape, but i quickly felt overwhelmed by difficulty, finding the game even harder than shin megami lucifers call.
I dont understand why after hard de there is a difficulty called story mode, meaning this one would be harder than hard mode. Generally a mode callled story mode is meant bo be easier.
The reason of my dilemma is that i read some bosses are available only in highest difficulties. I want to play the game fully, and would like to do a single but long walkthrough.
I had tried difficult modes in dreamscape, but i quickly felt overwhelmed by difficulty, finding the game even harder than shin megami lucifers call.