Clear the game with both the East and West sides, and you will be able to choose game difficulty in the next game.
After beating the East's section of the game go to the main menu and you will be able to see all the routes that you took. In your next game, you will also be able to play as the West. After you beat the game with the west, you will unlock battle mode at the main menu. Battle mode allows you to play any battle you want with West or East.
Hint: Battle strategies:
At the start of each campaign, go for a defensive approach.
Gather your units and await enemy movements.
Intercept advancing enemy units with long-range attacks (canonade/ballista).
Attack enemy units with several units, using special-attacks first.
Keep it going until the enemy unit is destroyed. Do not let routed units escape as they will reform. More importantly, when annihilating an enemy unit, your army's zeal will rise, allowing for more special attacks.
Use "rally" to raise the zeal of your units when in battle, preferably on units with long-range special attacks.
Check your unit's status regularly, and retreat immediately if your unit is losing a battle.
Try to limit the number of engagements, as to have a better chance of controlling the events on the battlefield. Press L2 to call up a map of the entire battlefield.
Only at the very end (two or three enemy units remaining ) should you call for an army attack, keeping the units with long-range attacks at some distance.