I will play on a medium-hard difficulty level, expecting to lose. I think you will get less enjoyment from the game if you walk all over the AI in your first game. You'll get to learn all the techs and use all the units, etc. right away. It just leads to the game getting older faster. I'd rather challenge myself and open the game up slowly. If I can't win at the difficulty level I start at then the next game I'll try one difficulty lower until I can win. Then I'll go back to tackling the next higher level.