Depends on what kind of game really.
I will always play hard initially on shooters because it's the genre I am the most familiar with and best at. RPGs I'll usually start on normal then up the difficulty to the highest on my second play through.
RTS, I will admit, always get me so I generally start on easy. I'm a coward, what can I say... Although I do tend to play on the higher difficulties of AoE.
Damn AP Statistics but I find it rather ironic that the poll is in the shape of a normal distribution based around the 'normal' difficulty.
... well I thought it was funny
