Baldur's Gate: Dark Alliance/Walkthrough

Starting characters
You start off with a choice between three unique characters (you can unlock a fourth). For the difficulty of using the characters, it would be put from easiest to hardest based on strength, health and experience.

Vahn is good for beginners. You have an easier time taking down enemies and also the experience goes up fairly easily. On easy mode, if you have a supply of health potions, you're less likely waste them if you upgrade Vahn's defense.

Kromlech is pretty much a standard character. His strength is a touch higher than Vahn's, but he acquires experience slower than anyone (just below Adrianna). Again when playing on easy mode, you're less likely to use up health potions if you focus on defense early on.

Adrianna probably works best for veterans. Her strength is weak but her magic makes up for it. The experience is a bit quicker than Kromlech. On easy mode, you should upgrade her constitution to make up for her lack of HP. Also, upgrade her defense so you won't waste health and magic potions.

Drizzt is also best for veterans. Like Adrianna, his strength is weak but can easily gain experience far quicker than Vahn. Recommended you start at normal difficulty, you just need to upgrade the strength and constitution and defence so you'll save yourself from wasting health potions.

Importing characters
Importing characters is simply taking the person who exists and transplanting to a new game or existing game as long as you have at least two save spots. The only thing I would recommend, is if there is a weapon or armour that is out of reach is to import a character, make him drop his items so you can sell enough until you are satisfied. You can do it anytime you want but only do it as a last resort unless you don't have two save spots.

Also, to make it easier to go through the normal, hard and extreme difficulty depending on your preference, you can import your character from easy and do the story again without breaking a sweat.

Starting difficulty

 * Easy: For people who are new to the game. It would be wise to start any character in this difficulty because the enemies strength is weak, are easier to kill and you'll have an easier time going through the game.
 * Normal: Well for people who are familiar with this game but is not ready to get pounded would choose this. The enemies should be well balanced. Also you might want to use a hit and run tactic so you can recharge before you attack again.
 * Hard: Enter this difficulty at your own risk. The enemies are much tougher and harder to beat. You really need to think about attacking any opponent and saving your own skin.
 * Extreme: Take no chances against the toughest enemies you'll ever face. You must really pace yourself and try to limit a number of enemies you'll attack because they'll be ten times harder than easy.