Or there's cases like Cosmic Star Heroine, whose Secret Agent difficulty, from what I understand, reaches kaizo levels. (Apparently, winning the first battle requires use of a mechanic that the game doesn't teach you until after that battle.) It's probably best to play that game on the second hardest difficulty, Heroine I believe it's called, which is more like a harder version of the earlier difficulties.

Also, Crystal Project's Chaos Mode. (Non-Chaos Hard Mode, which I have experienced, is still reasonable fir a first playthrough, though some players may end up choosing to lower the difficulty later on.)

(One little issue with Crystal Project: While you can set the combat difficulty this way, and there's assist mode options that can mitigate the combat difficulty or allow you to skip the racing minigames, there's unfortunately no options that would affect platforming difficulty.)

Hey, maybe I wasn't expecting Final Fantasy 9 to drop me into the middle of a card game tournament.

I want some challenge when I play a game, so most of the time I don't play on the easier difficulty settings.

...I occasionally switch to easy if I'm overwhelmed by a difficulty spike and I'm just not gud enough or sick of the game and want to be done with it.