The difficulty setting (three available) can only be set once and cannot be changed during the gameplay.
After the final cutscene, you're back in Antaloor and can continue exploration where you left off at the end of the main quest.
Quest markers are always clearly shown (no wandering around looking for the solution) and you can activate any quest to be tracked at will.
Map shows: visited teleports, altars, dungeons and some of the NPCs (the ones important enough to talk to, usually side questgivers)
Another confirmation: there's 40 different characteristics to be changed during character creation. You can also choose the level of difficulty, but not gender or race (those are reserved for multiplayer). There's also no classes, which has been highglihgted many times before. However, there's also no levelling cap, so if you want to, you'll be able to max out all the skills (and skills are largely what makes a "class"-like specialization in TW2).