What's the difference between the tv's in the menu?

[Goofy]

Is it difficulties or something like different game modes?

[Soapy_Bubble]

different save slots

[Lixar]

Those are just save slots. You can't change the difficulty.

[Foxhood]

Just save slots for the fun of it.

Worth knowing is that your outfit unlocks carry over between saves. So if you missed out unlocking some like Finishing WAR on the first try, finishing zone 1 within two hours, beating the game a second time or the elusive John outfit (speedrun that dish). That is the way to get them.