A friend of mine that's, like, the biggest Bayonetta fan I know told me to play on hard. How do you guys feel about that? He is just as good/bad as me with videogames. He said he struggled a lot, but once it clicked, Bayonetta on hard was one of his best video game experiences.
I'd start on Normal to get the feel of the game and the mechanics. Hard is really punishing in the later levels, it wont be much fun if you've never really mastered the game itself and even other action games which require a similar sort of dexterity and finesse.