You first unlock this mode when you beat the game for your the first time. I highly advise you to check the tips I put on Step Three: Deadly Playthrough on the Roadmap in order to make the whole process easier for you. They can literally kill you with ONE ATTACK, that's just how easy it is to die. Use Stealth attacks, Mikiri and Zankoku whenever you can. Also don't forget to save the game regularly, since you wouldn't want to hinder your progress.
You should follow all the guides to defeat each boss by checking the Scattered Petals, Burning; Reunion; Obsession and the The Only One I Love trophies.