The thing she doesn't explain when you're set to Nightmare is about difficulty settings, not the battle tutorial per se. That said, it's pretty easy to skip that by just absolutely obliterating the pixie in the first turn, which is easy enough to do, since you actually carry over ALL of your photos from the previous run, and only lose the randomly generated ones once you save and reload.That said, even if I kept the difficulty on the hardest setting, the tutorial fight happened as normal despite the game pointing out "oh, you picked this difficulty? you don't need me to explain this" -> *proceeds to explain it anyway*