There will be 3 difficulty settings, easy, normal and hard.
I suggest first finishing the demo on easy, it has much less enemies, and easier ones.
Easy is like playing the first level of game, so this is how to play the demo at first.
Then after finishing the demo on easy, you can then choose the normal difficulty which is more challenging than easy, with more enemies on screen, and more deadlier ones.
Hard is how Shadow Gangs is meant to be played, posing a real challenge to the player and unlocking the full power of Shadow Gangs with many enemies on screen, in their deadliest version.
So, I suggest playing on easy, then normal, and after mastering the level and Dan moves, playing on how it should be played, on hard.
More updates soon.