Always easy first. I like to enjoy the experience of the game without dying and restarting a bunch, and to go through the story and learn my way around the game. Then later playthroughs on higher difficulties are a fun new challenge.

If a video game gives me the option to choose the dificulty level, I usually choose the normal/intermediate mode unless I find it too easy then I choose the difficult mode.

Hard usually. Depends on the game though. I usually do an easy play-through later though to go for Achievements and collectibles.

Usually normal, depends on the genre and my overall familiarity of the concept. Sometimes, I start an easy game and play for an hour or so, almost like a tutorial and then head for normal.
That said; I prefer more nuanced difficulty systems like the one in Civilization, the countless tweaks and variations one can do before a map begins also allows tons of depth of play.

Sometimes I'll start on harder difficulties but usually I start on normal. I only start on harder difficulties if the previous game in the series was too easy on normal. If I enjoy playing a game I'll later play it on a harder difficulty.

I feel like the games are normally balanced quite well for normal, so that's what I go for first

Default at first, might try hard but I usually have no desire to do very hard as I do games to enjoy them, not get frustrated.

On the other hand Tekken goes straight to Ultra Hard.

the hardest available, dont want to do multiple playthroughs

Normal, hard is for people that like to brag about beating hard mode, I play to relax. When the game is good I'll do a second play through on easy to concentrate on story and exploration.

Jk about the bragging. I do switch to hard sometimes, but only if the game let's you adjust the difficulty on the fly, has quick reloads, and plentiful checkpoints. I hate wasting time on loading screens and playing sections over again.

It's dependent on the game, for me. I like Kingdom Hearts and the NBA2K series enough to play on expert/all star mode from the beginning. Newer IPs or franchises I just haven't gotten into yet will get a normal difficulty on my first playthrough