For my very first game should I play directly in the "Bronze" diffilculty mode or go directly to "Silver" ?
- Grinless

Sacred stat systems are quite confusing the first time you play so do let yourself get and idea of them in bronze - its an easier road so it won't punish you so hard if you mess up a few times. Silver though is generally a bit more fun to play in the longer term.

It depends on your character build, and how you play this type of game. I struggled with Melee characters starting off in Silver, so I had to return to bronze, level up to about LV10, then restart in silver. Range and Magic, I had no issues.
It's best to jump in as Bronze to learn how the game works and move to Silver when happy. Use the higher difficulties when you unlock them if you want a better challenge.

Thanks for the advice.
If I may : the confusing stat system seem to be a recurring theme here, what should a newbie know about the stats system ?

Its been a while sinse I played and I'm doing this from memory but this is what I can remember. The strength, constution etc stats only give you a few points per level but they also go up by 10% i think each level. The points you have to spend can augment your primary stats.
The skills section basically does what they say and don't get the 10% increase per level.
You also have resistances for poison, fire etc, higher numbers the better you will resist things but they don't tell you percentages of resist and I have never bothered to work it out. The symbol for the resistance will start faded with lower resistances and unfade the better your resistance is. You also have physical resistance which is different to your armour stat. Armour makes it harder for you to be hit I think and physical resistance will make you take less damage when you are hit by a physical source of damage.
Lastly you will find your spells from monster drops. you can right click to learn the ability and then when you find more of that ability right click them to level your ability up. You need to balance how high you level vs your cooldown skills, as each level increase of level of a ability will increase the cooldown. You can counter this with skills and putting stats into concertration(for physcial abilitys) or mental concerntration(for magical abilitys)(I may have the names wrong but if you mouse of them in your stats they will tell you what they do.)
It just takes a little while to get your head round all the stats when picking what armour or weapon is better to use but higher stats generally means better until you understand what does what.

Sacred Attribute levels
Other areas of the site describe all the stats in various detail.

Might as well ask it here...
What happens when you import a character from one difficulty to the next? Do you pick up where you left off with stronger enemies or does it restart in some way?

You restart from the beginning just with harder enemies.

Then what's the point? Do you keep your stats and gear or is it a true "restart"?

You keep stats and gear it just makes the game more challanging. Also when you beat it the first time on bronze or silver you can then go up in difficulty and play it again against harder monsters for better loot.

So I can start the game over at a higher level with stronger enemies to fight. Cool, can I do that with one who's cleared the game?

No way man, I'm headed to the top one pack of goblins at a time. Thanks for the help.

Id say, play in bronze but dont finish game at bronze...The game is very very large and addictive, but not addictive enough to finish all quests at each difficulty.
So learn to play, and start to play at silver.
So you wont be bored so soon, and the gold levels or above are even more fun to play.