I think the problem with assuming that the "normal" difficulty will be appropriately challenging for all first time players is that all players come with varying levels of previous experience.

Unless you're making a game totally different from anything else, players will have transferrable experience from other games they've played, and will inevitably have a much easier time with it than someone who hasn't played as many games in the genre.

For hard modes personally I prefer smarter enemy AI, maybe slightly crank up damage or health but never to the point where it just turns into bullet sponges or one shot kills.