there actually isn't any difficulty settings except for the regular mode. At least not yet, from what I've read they'll be adding a hardcore mode with one of the DLC's.
As far as how hard the game actually is, well it's hard for me to say. There's a lot of factors of how YOU play that go into how hard the game was. The first time I played through I went just straight warrior and slashed through the game without much difficulty. But when I did my stealth play through, it was much more difficult. So really it depends on how you would like to play.
As far as levels go, there actually aren't any. It's an open world to a certain extent. Similar to Skyrim if you've ever played that, or any of the Elder Scrolls for that matter. If you wanted to you could stroll to some end game areas of the world if you wanted a true challenge ;)
Basically every enemy you'll face in the game has strengths and weaknesses, and one of the more fun areas of the game in my opinion is figuring those out. For example, most lowly grunts you'll find have a rage they will enter for a short time that increases their damage output, when that happens you want to kite them (run around and avoid their attacks until their rage wears off). Stuff like that really.
On a side note, I'm a huge fan of the Civilization series, and the new one, Beyond Earth is VERY cool. I'd check that out as well if you get the opportunity.
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