If you have the game, then you should already know what's different about Proud and Critical.
When you start a new game and it asks for the difficulty you want to play with, it tells you what the modes are about and what's different with them. It also tells you what you need to unlock the Secret Ending.
But anyways,
CRITICAL MODE---
Enemies damage is doubled, the players damage is halved.
You start with more command slots.
And ya, the EXP 0 ability is obtained from the start.
To obtain the "Secret Ending" - Beat "The Last Episode"
(Anything else, I don't remember).
And yes, to unlock the Secret Ending, the requirements are the same for Proud and Critical.