The first section of the game doesn't have a save point and it also doesn't have a lot in the way of telling you how the game actually works until after you do the intro section.
The problem here is hard is really hard, very hard has everything one shot you but Hard has things that one shot you also. Its super fun once you get into it but its specifically a problem in the first part of the game.
There is no save points, you cant skip the first opening cutscene (although you can skip the middle ones), it takes a good 20/30 mins to get to the boss, and you have to learn the bosses patterns. Everytime you die you will start from the very beginning of the level, no exceptions. Hard isn't exactly unplayable but its just not fun having to start over and over again when you can consistently get to the first boss. More so when the game isn't exactly telling you "hey use your potions" or "this is the proper way to dodge" at the start besides what buttons do. You basically die alot just learning how to play when the game actually helps you learn right after that part.
TL:DR – Start the game on normal, beat boss, put game on hard.