If I remember correctly, you need to have finished the campaign first in regular mode, before you can start game plus which is more challenging.

If you finish the game in normal mode, then there's an NPC in the Minehead camp who can start you on the New Game+ mode.

As Nakos mentioned; look for an Npc located in the south-west corner of the Minehead (4th Town) after defeating Netherlord on that campaign. She will enable NG+ every time the Player needs to raise levels / restart the campaign up till it repeats on NG+5.