When I start a game new to me, I lean more on the basic/normal setting, when starting at first. I find myself playing games for a challenge though, and if I play a series I'm familiar to, then I'm not afraid to try the hardest available setting right off the start.
I play on normal often though, even if it is a series I'm familiar with; it depends if it's a game with a story or not. I'll play on easy if I really want to on some games, just so I could experience the story and run around the world within the game.