Some puzzles are easier on easy. The blocks fall slower. You have unlimited undos. And you get more coins.
If you get easily frustrated I suggest that you play on easy. I played on normal and sometimes I felt like throwing my controller against the wall. Nothing is more annoying than almost solving a difficult puzzle when suddenly the floor under your feet disappears.
I can't say I'm actually enjoying playing the game - I'm more intrigued by it and just want to see how it plays out.
So I'll probably opt for the easy setting unless it becomes too easy (some of the early stages were unexpectedly easy in places and I'm assuming that it will literally be an uphill struggle from hereon).
Having said that, Catherine is a game that you can't help but admire and appreciate for its sheer personality and distinctiveness.
So its already a personal favorite, irrespective of personal enjoyment.