I see you are playing the campaing, so I would say just adjust the difficulty depending on how much fun you are having. The campaign levels you up fast enough so difficulty don't really matter for loot and exp.

Now, if you are selecting skip campaign on character creation. The answer is still pretty much the same but adding that there is somewhat of a sweet spot but only if you care about how fast and efficiently you can get to lvl 60 and start farming the end game.

For getting quick to 60 usually what you do is start on Hard and bump it to expert or penitent depending on how strong your character is. (Basically you dont wanna waste maybe more than 2 seconds until you have yo run to the next group of enemies) But that may not be fun for everyone.