am i right that the only scaling of the game is the +1 per hero to the threat meter?
not quite. The rest of the scaling is a little less obvious and works in a little bit more... devious manner. I'll do my best to give you the jist in a concise(ish) package now, but I'll also be making some video tutorials in the nearby future in which I can go into detail.
You already pointed out the threat, and threat translates to more enemies spawning. That's the bit of the scaling that applies on the enemies. Simple enough.
And then there's the sneaky-scaling that applies to the heroes. The more heroes you have in play, the more hero actions you have per turn. But since the actions are essentially chosen from a common pool in which there's a limited amount of certain kind of actions available, the harder it'll be to distribute those actions in an efficient manner.
The second bit of sneaky-scaling is positioning on the map. Since every miniature, hero and enemy alike, blocks movement and line of sight for any other miniature, positioning the heroes so that party operates efficiently also becomes more challenging the more heroes you have in play.
By the way, both of the sneaky-scaling mechanisms can also be used for the benefit of the heroes with solid planning and cooperation. That's called playing well! :)
what is the number of heroes a scenario is supposed to be played with?
2-6 heroes. The number of heroes and which heroes are in play allow different tactics and strategies and different scenarios are better suited for certain approaches. Any longer answer than this almost starts a full-blown strategy guide!