i usually start playing games on the highest difficulty level and i did it with dks. however, i hate it when higher difficulty levels are just about giving enemies extremely high health and resistances. then instead of becoming a frantic, tactical fighting, it becomes just a long and drawn out.
FO3 and NV is an example of doing it wrong. i play on normal difficulty with mods that increase damage, limb damage and injury penalties and dont give the player health gains on level ups. Its much more challenging than the game's ard Difficulty that only makes enemies bullet sponges.
I find DKS has the same problem. on Nightmare i like that the enemy can easily kill me but that killing them just takes longer than usual because i do so little damage to them