Switches are things that go on and off. Look at your light when it's off. Now flick the switch. What happened to the light? Something changed! Flick it off. It went back to the way it was! WOW! Okay, that's the concept. If you have a treasure chest, you go up to it and it says "You found 1000 GP!" Then you go up to it again and it gives you another 1000 GP. Something wrong with this picture? We need to use a switch! After the first message, use a "Switch Operation" to flip on a switch. Now hit "new page" On the left are little check boxes. Check the "Switch" one and chose the switch you just flicked on. Now write a message like, "It's empty! NOOOOO!!!!111oneoneone." What happens is you get your $1000 and it turns to page two by flicking on the switch. The next time you approach it it will stop giving you money. As long as that switch is "ON," the chest will never revert to its pervious state. Cool, huh?
So all you need to do is make an event for each arrow. Make three pages and put a check in each one where it says "Switch." Make three switches for the three difficulties, and give the hard version no graphic and the others the arrow graphic. So when "Hard" is flipped on, there will be no graphic. If you flip on "Normal," there will be an arrow! So all you need to do is go back to the start of your game and make an auto-start event that gives you a choice for difficulty. Depending on which one is selected, turn a switch on!