For your first time playing through it, Final Fantasy 16 has only one difficulty. That being said, you can lower the level of challenge by equipping special items, which make certain combat actions much easier to pull off. Using these does not affect Trophies, so feel free to take advantage of them if you're struggling. For more info, see our guide: Final Fantasy 16: How to Change Difficulty, Difficulty Accessories.
After you beat the game, you unlock a harder difficulty named Final Fantasy, which you can only play in New Game + mode. There is a Trophy named Fantasy, Finally that requires you to complete the game on this higher difficulty setting.
This means that, in order to get the Platinum Trophy and complete the list, you need to beat the game twice — once normally, and the other on Final Fantasy difficulty on New Game +. To make this a little easier, you can use the difficulty-altering items mentioned above during your New Game + run.