There are four modes: Wayfarer, Pathbreaker, Hellwalker and 66 Days. The first three are available from the start; 66 Days unlocks after you finish the game on Pathbreaker or Hellwalker. The descriptions below are the game's own menu text, read off S-GAME's State of Play.
Wayfarer
Story mode“A gentler path through the Wulin. Focus on the story, take in the world, fight at your own pace.”In-game menu text
The mode for players who are here for the story and the world. S-GAME's own pitch: "If you'd simply like to enjoy the story, Wayfarer mode is for you."

Pathbreaker
NormalThe normal mode, second on the menu. On normal difficulty, bosses keep fixed combos you can learn: Liang says a boss like Huangxing "has some of the Soulslike elements to him" there. Finishing the game on Pathbreaker unlocks 66 Days.
Hellwalker
Hard“The ultimate trial. Enemies strike without mercy, adapt without warning, and hold nothing back.”In-game menu text
The difference is behaviour, not just health bars. S-GAME borrowed from fighting games for boss AI: on Hellwalker a boss reads whether the situation favours him, and decides his next move from whether his last attack landed. Fixed patterns stop being reliable. Finishing on Hellwalker also unlocks 66 Days.

66 Days
Post-game challenge“Hellwalker difficulty, with one added rule: you have only 66 lives. Unlocks after completing PATHBREAKER or HELLWALKER.”In-game menu text
Also called Sixty-Six Days mode. It ties the story's 66-day countdown to your deaths: every defeat takes a day off the clock, and when it reaches zero the run is over for good. You cannot start the game on it; it opens once you have finished Pathbreaker or Hellwalker.

See the combat page for a clip of a 66 Days defeat, and Is it a Soulslike? for how the difficulty compares with Souls games. You do not need 66 Days for the platinum: see Trophies & Platinum. For how long a run takes, see How Long to Beat.
