Learn French: Cette aventure est plus difficile que le premier niveau. - This adventure is more difficult than the first level.

To say "more [adjective] than", French uses the structure plus [adjective] que. Here, plus difficile que connects the two things being compared: the adventure and the first level.

"Aventure" is a feminine word. Why doesn't "difficile" have a special feminine ending?

The adjective difficile already ends in an "e" in its standard masculine form. In French, when an adjective's base form ends in an unaccented "e", it stays exactly the same in the feminine form.

The word "aventure" starts with a vowel, so shouldn't we use "cet" instead of "cette"?

No, because aventure is feminine. The special form cet is only used for masculine words that start with a vowel or silent "h" (like cet arbre). For all feminine words, you use cette, even if they start with a vowel.

Why does "premier" (first) come before "niveau" (level) when most French adjectives come after the noun?

While it is true that most descriptive adjectives follow the noun in French, ordinal numbers like premier (first), deuxième (second), etc., are exceptions. They always go right before the noun they describe.