I try to take the recommendation of the developers and start on Medium, or whatever the middle option is, like some games won't have easy-medium-hard, but medium-hard-crazy or whatever. I'll just start at the middle one. I like to adjust the difficulty up as time goes by though, to keep me on my toes and putting in effort. Last I played Skyrim of Fallout 4 I think I was on very hard for each with some mods that increased difficulty and still found it too easy at times. Just it seems unrealistic (and for me, therefore less enjoyable) when a bad guy can slash me with an axe three dozen times and I'm feeling fine, but if I sneeze at him he's KO'd. What I hate though is when a game offers to make it easier for me. I don't remember what game it was (Bastion?), but in one I died or failed or lost like twelve times in a row and on my next retry I got a message along the lines of "Hey, you seem to be having a hard time, do you want to lower the difficulty?" although I think my annoyed brain interpreted the message as "lulz bruh u suck wanna go into little-baby-easy-mode?" (no offense to those who play easy mode, I do my style you do yours). I admit I got a bit angry and I said to the video game "Eff you, buddy, no, I don't want to lower the difficulty! I chose this path and I'm going to finish what I started!" and pressed the no button as angrily as a button may be pressed, presumably while scowling at the message box as if it could see my expression. I probably succeeded on my next try with the vigor it gave me with the kind offer I took as an insult.
I usually play on normal mode, because although I'm a very casual gamer, I don't really like when a game is too easy, but also too difficult. Although for Fire Emblem, I don't think there's an 'easy' mode (I might be wrong, I haven't played the game in close to a year). There's just normal, hard, and lunatic. So, yeah, I usually stick to normal.
The only Fire Emblem game that had an option clearly labeled 'easy' was The Sacred Stones, where it had easy-normal-hard. However, since 'hard' in that game is the equivalent of 'normal' in every other game, I wouldn't use that as a benchmark of difficulty. In later Fire Emblem games, 'Classic Mode' serves as a proxy easy mode, as it causes any unit who dies to instead return after the current map is over (rather than perma-death). And, yes, I am one of those people who considers that an easy mode. I don't mind as much of someone chooses Lunatic/Classic, but someone who chooses Lunatic mode has an entirely different problem, so that tends to get...strange. (There is a very fine line between increased difficulty and masochism, and Lunatic falls heavily into the masochism category.)
I tend to always play on Easy Mode, Sometimes I'll play on Normal, but that usually on games or series I've played before
If an Easy mode is offered, and I have never tried the game before, I'll try it, so I can learn my way around the game in a relatively safe manner. Once I have a feel for the game, I'll play it on normal. I'll only touch hard if I believe I can handle the challenge.
Depends on the game. On Fire Emblem, I always do Casual Mode (equivalent to Easy Mode) because I want to enjoy the story and I don’t want my units to die forever. On games like Kingdom Hearts... usually the middle ground.