I have played the first 5-6 missions on hard mode, and am a bit dissapointed with it. I thought it was going to be way harder. I haven't had to restart yet, haven't lost a single character, and I haven't had a lot of problems. It feels like it doesn't understand that I have actually beaten the game once, I can accept a challenge.

Hard isn't enough harder than Normal.

Easy was damn impossible the first time I played the first 5 missions. I had to get up my battle saves all the time. On Normal, I had to think, but I doubt I ever had to load a battle save. On hard, it has been a breeze. The enemies are seriously underpowered, as I know that I have to go 3 on 1. Simply tank the enemy, and range him when it's your turn.

Has anyone else encountered this problem? Will it go over and get harder later on?

Just one thing, you know the guy you save in Part 1, chapter 4? Kurth is his name. Well, the part of his face that we can see, looks almost exactly like Kurthangas. Thought that was a bit odd.

Kurth is Kurthanaga.

I´m only using Ranulf and Ulki. Well, you can´t take Ranulf out of the group in part 3 anyway. Ulki or Janaff can be useful because they can act as saviors for weak units and move back to a safe place thanks to their canto skill. Do you remember the endgame of part 2? Well in that fight Mordecai and Lethe were really helpful in holding back the rebels, especially if you had stacked them with olivi grasses and laguz stones no one would get past them. While these two were busy, I sent Haar, Elincia and Marcia carefully near the boss ground and took care of him. 

My Jill without BEXP would suck really bad. She would still have less than 30 HP and get hit for more than half of her total HP. She was more useful in PoR imo. 

Which one is Blazing Sword? But the new ones don´t have arenas nor those neat features of Sacred Stones to travel on your own, engage on skirmishes and a bonus ultra hard dungeon. 

Blazing Swords is Fire Emblem 7.  It was the first one to get a US release for the GBA.  It's the one with Lynn, Eliwood, and Hector.  Fire Emblem 8 had a lot of things I liked in gameplay but I really liked FE7's cast.

It would have be great if Laguz could acquire the formshift skill through, let´s say, satori signs.

Yeah that would have been nice.  Or even just faster level gain would have been nice so that it didn't feel like experience was wasted on them.

Yesterday, during chapter 4-3, I stumbled upon Stefan who had a conversation with Micaiah. The neat thing was that he had the Vague Katti sword with him. Afterwards I checked at some Radiant Dawn FAQs and realised how lucky I was as only when Micaiah stops at a certain square he appears. I remember in PoR he was recruitable as well, but I always stumbled on him with the wrong units and he wasn´t recruited, but he gave his Vague Katti as a gift at least.

Fire Emblem DS is, according to GoNintendo, going to be released in 2008. http://gonintendo.com/?p=43783

Keep in mind that this list has AC Wii and Kirby Wii listed as well, so I'm not certain about credibility.

Also, some news about the DS game, http://www.serenesforest.net/fe1ds/pre.html

Stefan is pretty useless IMO.  Much like Volke, he comes far too late to be useful and anyone raised from much earlier is likely to have better stats than him at the same levels.  The sword is likely all he's good for.

http://www.nintendo.co.jp/fe/fet_info.html

Japanese Nintendo Fireemblem site, it has a release date, August 7th 2008 (Japan).