"Normal" should be renamed "easy", as it's the lowest level and is damn easy. It's essentially a tutorial level.
I'm glad you brought this up and this is another thing I like about Max Payne 3 is that it is completely opposite on the difficulty scale and most games in general. I'm going through my first run on "normal" and it plays more like shooters that are on the hard difficulty. There are actually 3 more difficulty levels above normal and I have a feeling its going to be very tough. I love the challenge.
Iím armed and Iím drinking. You donít want to listen to advice from me, amigo.