The Challenging mode is a lot more tough than the regular one, however the fact is that this is what you should play to get the most out of the game and unlock all characters, because some can just be unlocked when playing this mode. My suggestion is to go through the tutorial, start an easy game and reach you can in your very first run, then just play the Challenging mode. By doing this, you will improve and unlock characters, then have more choices when it pertains to picking that ideal team and win the game!