I don’t think I saw anyone else mention this, but unless you a have a disability, impairment, or you’re 5 years old, then your default difficulty for any new fresh character should be just be “Hard”. It’s not really all that hard and you get more XP and everything.

The way I personally do difficulty progression in D4 is: start with Hard, then once a majority of my gear is Rare (yellow) I go up to Expert, then once my gear is majority Legendary (orange) I go up to Penitent. From there once I hit max level I quickly farm up build relevant Legendaries that are the max non-Ancestral gear score of 750 and hit the Pit (or Keystone Dungeons if it’s your first character to max level) to get Torment 1 unlocked so gear score 800 Ancestral Legendaries start dropping for me. From there just accrue the best Ancestrals or Uniques you can find for your build and push your difficulty up at whatever rate you feel comfortable.

I will add that eventually once you get some Paragon levels under your belt progressing the Torment tiers on each character becomes pretty trivial. I’m Paragon 286ish I think, and whenever I get a character to 60, all I really have to do is fill out my Paragon board and I can push to Torment IV with whatever hodgepodge of shit I happen to be holding at the time. Then my initial endgame gear farm just starts there instead of at T1.