Clear story mode once (beat mission 20) on any difficulty to unlock Survival Mode and the Viewer. The Viewer gives you vital clues about what attacks the characters and enemies can do through their motions.
Beat Story Mode on Normal for Hard. Beat Story Mode on Hard for Violent. Beat Story Mode on Violent for Berserk.
On berserk difficulty, all the red orbs dropped will heal your character (except Annna). Time your advance for the maximum effect.
Tag play can be a lifesaver on violent and berserk -- two players attacking at once is far better than dribbling away your attacks by swapping characters.