I don't think there was much of a difference between Yellow and Gold (Well I didn't see a difference between them.) Also if you had a hard time with the first boss then play the first boss on Heaven or Hell mode which you unlock after you beat Dante mus Die mode.
In Heaven or Hell you die from 1 hit from anything. Though bosses and enemies also die in one hit as well. It's actually a very difficult mode which I haven't beaten yet. (I HAVE BEATEN ALL THE OTHER DIFFICULTIES THOUGH!)

