The Division is an open world RPG that plays a third-person shooter. You’ll be able to team up with friends as you tackle challenges such as infiltration, clearing out enemy encampments, and search and rescue. Story missions usually consist of a combination of these challenges and can be approached at different difficulties in order to earn better rewards.
This means you’ll have to replay missions a couple of times if you want to get everything you possibly can. In order to do so, pull up your map and switch over to the Missions Tab to highlight all missions. Much like in Destiny, you can pick a mission you’ve already done and plot a course to its location (or even fast travel).
Once there, whoever is the group leader can set the difficulty, then you enter the instance and you’re all set.
Do note that The Division takes higher difficulties very seriously. The developers didn’t just add more health and damage to enemy forces. They’ll play much more intelligently, and definitely more aggressively as they force you out of cover and end your life. So do a bit of grinding before retrying missions.
Good Luck and if you need any more help with The Division, check out our wiki!