Full disclosure... my wife and I play more to have fun and for the story, so we played on Easy.
Oh man... I LOVED the prologue. I loved how the entry text transitioned straight into the scenario. You read a half page about how the housekeeper is having a smoke break on the balcony and is then assaulted by a monster coalescing out of the night mist. You then start the scenario with a flashlight in play (because she's outside in the dark smoking), a knife in hand, standing in the balcony location and engaged with a Wraith enemy. It felt really seamless.
In terms of gameplay, it's more of a timed logic puzzle than a normal scenario. You know your resources and you know your challenges. The prologue has an effective seven round timer. The guardian character could technically go more than seven rounds, but you're stretching and wasting several actions to do so. The encounter deck is randomized, but can be handled.
It was really interesting to look at your hand of cards and make the decision on how to proceed. As an example, Penny (our housekeeper from above) threw the knife at the Wraith, killing it, and then proceeded to use her flashlight to have a look around and find two clues. After that, she went back inside to find someone to talk to, finding more clues along the way. Playing on Easy definitely made the game... easier! Other than the tentacle token, the worst outcome was a -3. With the cards in play and in hand, it was possible to pretty consistently take tests with a +3 versus the difficulty. This allowed us to pass most of the tests by judiciously using almost all of our cards.
I THINK we got a more or less optimal outcome, having found all of the clues and with all four prologue investigators disappearing into the mist (not telling you how that happens). The wife thinks that they'll come back as monsters, twisted by the mist. I'm more optimistic and think they might reappear to aid us at some point in a future scenario.