I'm nearly complete with this game, i did it like this
Challenge Series - Italian, American, Europe
and im finishing the trophy mode off now
FXX is the best for arcade in my opinion and arcade isn't all that hard i only got stuck on the very last race of legendary.
my advice on the challenge races is turn the time to 5 minutes a race and try to qualify at 1st, i managed it on all but one track and even then it was simple to get into first,
all i can say is just keep at it you'll soon learn how the game plays and get better at it.