SuperCheats.com Unofficial Guide to Kingdom Hearts 358/2 Days
We're going keep this guide spoiler free, so I won't be discussing any events relating to the story. Skip cutscenes by pressing start and choosing "Skip". As for missions, you can quit by pausing the game and picking "Withdraw". You'll be taken back to headquarters when you do so.
Anyway, you'll be asked to select your desired difficulty setting when you start a new game in Story Mode: Beginner, Standard, and Proud. Confirm your choice afterwards.