Shadow of the Tomb Raider is a massive undertaking for studios Eidos Montreal and Crystal Dynamics (who made the first two games in the new trilogy, but are more in a support role for this one), and so the developers are making sure that the game can be enjoyed by the broadest audience possible.
Therefore the studio is implementing difficulty settings that allows the player even more options to tailor the experience to their liking. It's been revealed in a blog post, that the game will feature separate difficulty levels for each area of the game, meaning that you may select one difficulty for traversal, and another for combat.
Each can be changed from the Options screen, and range from Easy, Normal, Hard and finally Deadly Obsession.
Setting combat to Easy will, for instance, grants you more ammunition, while setting traversal to Hard will remove pointers in the environment as to where you need to go.