If I've never played a game in the genre before, I may try the "medium" difficulty setting (as I did with the first Splinter Cell game). In that case, there were lots of new moves to learn, a whole lot of complicated button-mapping, and an entirely new interface. There was a learning curve. Thankfully the game provided a challenge throughout, even on the medium setting. Afterwards, I played through on "hard." I've since done this with all of the subsequent Splinter Cells (haven't played Conviction yet though). I've played all of the Metroid Prime Trilogy on the highest available-from-the-start difficulty level, because I absolutely love the challenge of those games (but don't get me started on Echoes). I don't see using an "easy" setting, honestly. Without a sense of accomplishment, why play a game (unless it's a drinking game)? I could see having an "easy" mode for younger players, but it just makes more sense to me to have them start out with a more simplistic affair, such as Naughty Bear.
Total Defluffication!
...seriously, though, I used to play the Doom games on God Mode and I always got bored after 5 minutes and went back to the frustrating, nail-biting thoroughly engrossing challenge of being able to die.