play the game in story mode for the first run and single player gives the best chance to actually finish it... once you have a full run under your belt THEN think about doing half the other stuff
Good advice. Being a stubborn donkey I decided Honour Mode or bust - took me half a year to finish the game

Honestly, I'd only recommend a new player stay away from Honour Mode.
All other modes, even Tactician aren't too bad. So long as you regularly save, you always have the option of loading an older save prior to a difficult fight and using Withers to change some skills/spells or simply return to camp to swap companions for someone better suited to a particular fight.
Meaning you rarely ever face a wall you can't do anything about, you always have options (Of course, you can just push the difficulty down and brute force through... However this won't help you figure out how to perform better like actually changing your approach to problems to see what things are more or less effective)