-Whats the diff between a group of 2 and of 4 ?
Monsters get much hp/do more damage, the gives 4 times the xp but its split among party members (so same xp basically), and much better loot drops due to more difficult monsters.
-Apparently the aim of the game is to play at Nighmare mode. Why?
All the awesome loot/legendaries/set items are found in the harder difficulty, also the monsters get much harder and alot more intersting elite/uniques with alot more modifiers (i.e. extra fast, nightmarish, waller etc..).
In nightmare elites have 2 modifiers, in hell mode 3, in inferno mode 4 ! There are also new modifiers added each difficulty