Can anyone tell me what I carry over on a NG+ playthrough? I\'m assuming weapons/health/skill points and platinum bolt, what about ship upgrades? Will they carryover? And are the Mega weapons only available if I maxed the weapon from the first time through?
yes, Ship upgrades carry through, and the Mega weapons are indeed only available if the original weapon was upgraded. (The weapons only have to be upgraded by XP, eg lancer becoming the heavy lancer, it doesn't matter if you don't have all the platinum bolt upgrades for the weapons) And don't worry if you haven't finished upgrading the weapon, the XP for it will carry over too, and since the enemies will be slightly stronger, those weapons should continue to gain XP faster than before.
Hope what I've said makes sense! 
Perfect! Thanks. Are the enemies really that much harder? I just finished a run through R&C1 on challenge mode with no Gold Weapons and couldn't tell a difference.
they're not really that much harder… perhaps twice as hard, but since you'll have better weapons and armour than last time around, it really won't matter that much…
In Ratchet & Clank 1 challenge mode the enemies are not any harder, and you don't get a bolt multiplier. The only thing you get is access to the Gold bolt room (which you can do at the Gemlik Base anyway) and the Extras icon in the pause menu.
In all of the other games the enemies are stronger in Challenge mode, but if you buy more upgrades for your weapons and upgrade them they will appear to be easier to kill. And in R&C 3 you can upgrade your health another 100 times in challenge mode.
