To unlock easy mode, keep dying on a certain fight, die a couple of times and keep retrying(5-10) until they ask you "You want to select to easy game mode?"
Also take note that when you select this easy mode you won't be return to normal mode anymore.
Advantages:
Number of enemies will decrease, they only inflict minimal damage and they attack only one at a time
Upon completing the game you will unlock various new game modes and extras.
Get S Rank in all 50 missions in the extra battle review mode (unlocked after beating the game) and you'll unlock this mode that gives you infinite heat gauge during gameplay.
Complete all the side quests and a secret boss will appear in front of the movie theater. Talk to him to initiate the fight.
Beat the game once on any difficulty.