Game challenges you like to impose on yourself

[Koh]

Though it's not really the spirit of things, I usally do hard mode first on a game when it's a genre I'm really into.

Nah, I do much of the same, like with Kingdom hearts.  It's no secret the game is pathetically easy if you don't play on Proud or Critical, so I choose one of those when I first start, so I can have some semblance of challenge, and not just tank everything.