Info taken from Lilith's creator's original thread on the TitanQuest.net forum:
Do theTriple-Load trick: If you have a brand new character, the easiest way is to simply load the character into normal, epic, and legendary before playing normal.
Really, it's just that simple. Make your new character, and load the game on Normal. Once the game has loaded and you see your character standing in The Village, save and exit the game. Then start a new game on Epic difficulty. Save and exit again.
Then a last time on Legendary difficulty.
Once you've loaded The Village on all 3 difficulties, you may return to Normal to begin your adventure.
This trick prevents losing your Bonuses and/or Items when you change to another difficulty.
Don't do it during your current game, you'll lose all what you have done during your game and could reset some quest or your Masteries (in the Masteries Edition).
If you have a game on the way just wait the end of your current difficulty to do this trick.
