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There are 3 different types of modes on the opening screen.
Campaign[]
This is where the story develops.
Expert[]
This is a new challenge. Players get at least 1 badge after clearing a stage.
You will need to finish Campaign to unlock Expert. Expect to literally be defeated a multiple amount of times As Expert mode is quite literally for "Elite players", Hence it being superbly difficult compared to Hard mode, and incredibly hard for new comers especially.
Opening[]
Plays the first cutscene again.