Judging the appropriate difficulty to play at based entirely on what is literally the first battle in the game is probably not the best gauge. On Normal/Classic, you're not supposed to be seriously challenged by those three starter skeletons.
Generally speaking, Tactician is intended for those who have already finished the game and are looking for a greater challenge. Tactician expects you to know and understand the systems of the game. People who have never played D:OS before are going to have a much harder time than playing on normal.
If you're playing for the first time, even normal difficulty can be a challenge. This game is difficulty by design and enemies are no slouches. Even on normal, you cannot sleepwalk casually through the game.
I won't offer you build advice, so I will suggest is that you build a balanced party of four.
