Whenever you start a new character it is important that you do as many fights with him, even against low-level opponents, as possible. Thus, Quest Mode is ideal for this due to several reasons:

1. No lag. VF5 was meant to be played off-line, lag-free.
2. A large variety of opponents with different styles
3. Continuous fighting without interruption such as finding a new opponent
4. Adjustable difficulty level according to your training level

Usually it is best to start out on normal mode to familiarize yourself with your chosen character, and to gain confidence by winning. This is also the best time to apply all the moves that you have learnt in Training Mode. When you finally notice that the opponents have become too easy to beat, crank up the difficulty level to hard, then expert. Hard doesn’t deal with throw escapes very much, but therefore with severe punishment when you are locked-up or in a frame-wise disadvantageous situation. The different styles for the Arcade opponents get enabled on hard, and expert level only. Return back to Dojo mode if you think you are stuck, need to practice a particular combo, or for training throw escapes for the expert difficulty level of the Quest Mode.