It’s very common for games not to have all the difficulties available from the start, and so it’s the case with Zelda: A Link Between Worlds.
You will be able to play on the normal difficulty on your first playthrough, while the hard difficulty will only be unlocked after you finish the game.
Why would developers made the hard mode unlockable and not available from the start? Well, because sometimes the hard mode is adding something new to the game and it’s more challenging and rewarding raising the game’s replayability.
Dragos Dobre loves to complain about games. He plays everything, but rarely enjoys doing it (except for Souls games). He's still seeking for the unachievable perfection in games, while he's constantly repairing his Windows PC.