Is it normal for me to take a lot of damage from enemies even though I'm playing in easy mode and where can I get the weapon when I lose the battle?
If you want stamina (essentially hitpoints) to take damage without falling down, you should take the stamina training edicts under the endurance training tree.
Builds are customizable. If you neglect stamina experience, you turn glass cannon, if you focus on it, you become a tank (pairs nicely with counterattack stats)
To recover your weapon in the overworld, the game explains it in the cutscene where you first lose it, you recover the halberd when you go to sleep in any bed. The idea is that you can't use your halberd for an entire day after you lose a combat encounter.
To recover your weapon in a fight encounter, you either wait a few turns or recover it with an option that shows up ('Pick Up Halberd').
The game is hard, but becomes much easier if you stock up gold and buy lots of training upgrades and use combat accessories (gear). This is easy to do in 'Easy' difficulty, nearly impossible in 'Prisoner' difficulty. You want to level up a few statistics using weak mobs before you challenge stronger enemies. The game also become even easier if you unlock additional attack skills in the training edict menu (nuke, AoE, multi-attack).
Lastly, the game becomes easier as you accumulate trophies with passive effects, e.g. Clearing the game with a reasonably low passive count earns you a permanent passive +1 Control (and an additional +2 control when equipped). This trophy makes the game trivial and lets you farm infinite amounts of gold in 'Easy' mode.
If an encounter has too many enemies, consider raising order significantly to make the encounter weaker, once you get past it, you can lower order again.