You go through a long journey in Persona 3 Reload, and it may be harder than usual depending on which difficulty you pick at the start of the game. But there are some rewards for overcoming these adversities such as the Blue Envelope, the final reward obtained in the game.
Where to Get the Blue Envelope in Persona 3 Reload
The Blue Envelope is obtained by completing Persona 3 Reload on the Merciless difficulty. This is the hardest difficulty available and can only be selected when starting the game. If you ever change your difficulty at any point, you cannot go back to Merciless on the Settings menu during the rest of your playthrough. This is the hardest challenge in the game, and you should abide by it from the moment you choose it.