Supports are based on the character's element. For more information, you can look here. In general, Avoid is pretty much the best of support bonuses and likewise, Earth is the best element in the game. Two Earth element characters supporting each other become pretty unstoppable. When pairing characters, you want to look at what each character's element offers. If you're pairing someone with Leonardo, consider what would help Leonardo. He's an archer which means he has low defense and high avoid. Pair him with someone to boost his defense or increase his already high Avoid.
If you're only doing one playthrough... you should probably do Normal. That will give you a real feeling for Fire Emblem and make you work a bit harder for your victories.
Also, the tutorials are selectable from one of the menus. The game doesn't go out of its way to explain things to you like Fire Emblem 7 did.
