I suggest starting on easy but not casual.
If it is too easy after 6 chapters then start over on hard.
It's an awesome game. You will love it.
So how are you liking it compared to the other GBA Fire Emblem's, and hard/casual for life (I reset if a char dies, but man in game saves save so much time if you don't abuse it).
The Darkest Red made a thread on gaming that's basically turned into rate the Fire Emblems (People have been raiting the Japanese exclusive ones as well).