I always play on the Hardest difficulty available (kind of hate games that make you play through it once to actually use it). Not to be seen as a "hardcore" gamer though. I have my own belief behind it, which is...
The Hardest difficulty to me is the full on experience of what the game has to offer (in my opinion). Modern Warfare, RE5, Bioshock, even so much to say Curse of Monkey Island.
The belief behind it for me is to NOT play any other difficulty. A challenge comes in two flavors... ones you yourself make up, and ones the game actually gives you.
The former happens when you do play easier difficulties first. Anytime you go, "Man, this IS much harder" or something to that extent is a challenge you made up for yourself. Gratification coming from setting a personal goal to which you eventually overcome. ("I beat this before, I can do it again")
The latter on the other hand being a challenge that the game gives you... Say... Holding a position for a few minutes, or getting through an area undetected. Obvious gratification coming from getting further in the game. ("I did it!")
Now to finally get to the point of it all...
It's all about the Comparisons. If you start a game on the Hardest Difficulty then you have no Basis on what easier difficulties are like to go, "Wow, this IS harder". You just go along the game as if every hard part was part of the designers plan the whole time.
This is a prime example of a "Double Edged Sword" kind of ideology because if a game isn't made right in general, then playing on the Hardest Difficulty can just piss you off. Alpha Protocol comes to mind. Playing as a pure Stealth/Sabotage character, I had MAJOR difficulty with the Bosses... Forcing me into a firefight when I have been sneaking the whole game just seemed unfair considering I had no skills with guns.
But... After exploiting AI behaviors, and using cheap tactics even that game has been bested. So I guess I can attribute that game to actually making me Think... which is a weird thought.
