I might not have recommended Lightning Returns, but I'm not going to let those grabbing the game anyway enter the fray unarmed. Though it goes against the hardcore role-playing game fan's pride, I'd highly recommend playing the game on Easy Mode first.
Boo! Hiss! Easy mode is for newbies and communists! Sure it is, but sometimes it just works better. Maybe Normal Mode difficulty was determined by some gaming mastermind. Perhaps they meant to say Normal, Hard, and Nightmare, but changed their minds at the last minute. Whatever the case was, this is one of those times.
Even Square Enix thinks so. From the reviewer's guide that came with my copy of the game:
Please note that as the game features a more challenging and strategy-oriented battle system, we highly encourage the first play-through to be played on the "Easy Mode".
I did not read the reviewers guide when I first played through the game, and my experience was worse for it. Dealing with a story that wasn't capturing my attention was worsened by struggling to master a combat system weighed heavily on trial-and-error, especially considering the consequences of the 'error' portion.
What does Easy Mode change?
Battle Difficulty: Enemies won't hit quite as hard, won't resist damage quite as much in Easy Mode. This encourages exploration, as traveling to new areas in Normal Mode almost guarantees a few deaths as you adjust to the local fauna.
Escape Penalty: Early on in the game, Lightning gains the ability to escape battle. In Normal Mode there is a catch — escaping advances the in-game clock by an hour. The clock is frustrating enough as it is, without worrying about losing large chunks of time retreating.
HP Recovery: In Normal Mode you've got to heal between battles. Since Lightning only has a set number of slots for healing items (6-10), this makes long treks through new areas especially dangerous. In Easy Mode, your hit points refill between battles.
Of course the difficulty you play at is a personal choice. I found it was a lot easier to overlook some of the game's more glaring flaws without dying every 15 minutes, or getting into the latest in a long string of battles with the same creature that takes forever to take down.
So maybe give Easy Mode a try. You can always call it a dry run before diving into a more challenging New Game+.