Players come in all different shapes, sizes and, most importantly in this case, skill levels. While this does not apply to all games, there are many that benefit from allowing the player to decide whether or not they want to tear through a world as a gun-blazing strategist keen on taking down every enemy in their prime, or if they just want to one hit kill every foe so that they can get on with the quest line. Both of these desires are valid, and tailoring the experience of the player to fit their ability allows a game to be accessible to a wide range of potential players.
Take, The Witcher 3, for example.
Like most games of it's kind, one of the first screens that appear before you dive into gameplay is the option to select difficulty. The player is given the opportunity to focus closely on their interactions as the main character, or, if they prefer the rewards of a tough challenge, they can ensue the "death march". Better yet, there is space in between for the average player and those who just enjoy a balance. And, if they decide to change their mind later on, the level can be moved up or down later on.
Example 2: Devil May Cry.
Devil May Cry games are another example where you can set your difficulty level and also you have an option for changing your difficulty while playing also. So if you keep dying the game asks you if you would like to turn down the difficulty of the AI to easy so that you can beat them easily and you can make it harder if you are getting good at it.
Example: 3 Dragon Age: Inquisition
Dragon Age: Inquisition allows for players to adjust their difficulty settings at any time. The neat thing about this game is that if players want to, they can use a special tactical screen. This screen pauses gameplay and allows players to plan out their fights by directing party members. Once the player resumes the AI will follow the orders set by the player. So if players are not very effective by themselves in combat, they can just take a strategic approach and let the battles play itself out.
Example 4: Diablo 2
The player is able to choose which difficulty they want to do before creating their new character. This allows for more gameplay later on if the player wishes to replay the game. It also allows players to calibrate themselves according to their appropriate skill level.
Example 5: Civiliztiton V
Civilization V has eight optional difficulties in total. Just like most of the games, when you set up a game, you need to choose the difficulty before playing. Then AIs in the game will have different advantages or disadvantages at the beginning of the game. The interval of the difficulties is set up properly so players can choose suitable difficulty for their games.