Many games have varying levels of difficulty. Most of these from what I've seen have an easy mode, a medium/normal mode, a hard mode, and a very hard/expert/legendary etc mode
So, in general, what difficulty do you play on?
I always start on the easiest difficulty, even if I know I can handle the medium one, that way my brain has a chance to catch up.
Usually for CAll of Duty I play once on Normal to get a feel, and then go veteran for achievements - Sadly, Call of Duty: WaW was hard even on Normal so i won't do it this time around.
Halo: I usually go Normal, and then with friends take it Legendary.
Anything else, I'm just to damn lazy to play Hard.
if it's a new game i'll put it on beginner and if it's rediculously easy then move it up a difficulty level..until it becomes easy again when i'll move it up to the next difficulty level.
At the moment on FIFA 09 i'm playing with the difficulty set to "Professional". I'm terrible at defending but pretty good in attack so it normally turns out to be a game that goes from end to end.
For games that require lots of shooting like GTA IV I like to set it to the hardest level, to make it more realistic. I can't stand those games where it takes 10 shots in the head to die, because in real life it wouldn't even take 2. ~lol~
There's no fun in making it easy for yourself...and you'll never progress.
I start with easy. Then I continuously play it until I get expert at it. Once I get expert at it, I go for the difficult level, so it will also be easy for me.