Wow i had no idea character order matter, so the one who finishes last, continues?
I'm not sure i get that..

Anyway i've only been playing proud mode and started with Aqua and now i'm doing Ventus.
Aqua's story was pretty hard at times, the only times i was defeated was against
Spoiler:
Vanitas (second final version) and Braeg, he was the hardest.
Then final Vanitas i defeated right away.