There are a lot of games that make this design error. For example, in a 3d Shooter it is a must to start with no or low level weapons and items and low level enemies. It's just no fun to immediately get an RPG without any effort and immediately face the biggest bosses
This is incorrect.
The primary reason why you don't start with a full arsenal at the beginning of an FPS campaign (ie a skill based game) is escalating complexity. You start off with simple weapons and simple enemies. As the game progresses, you are faced with more difficult enemies requiring more powerful weapons, but the more powerful weapons will often require greater skill to use them effectively. In Doom, for example, you start off with a couple weapons but as you're given more weapons, the challenge comes when you're forced to quickly change between them either because you're up against an enemy vulnerable to a specific weapon or simply because you're low on ammo on the weapon you'd prefer to use.
This is often combined with a reward mechanic so that you "feel good" about getting access to a new tool, and you'll often be given some time to become accustomed to the the new tool with some relatively easy challenges, even though ultimately it'll be an excuse for the game to get harder.
It is different model to that used in level-based "RPG" skill systems where progression tends to just provide a straight forward power advantage without much of a sacrifice. In a skill-based game, low level enemies never stop being a threat, but the skills you learn playing the game make them less of a threat the second time you play the game. In a level-based system, they're still dangerous on the second playthrough. (Some games are a mix of the two.)
Anyway, this is all rather redundant, as I'm talking about gameplay here. The OP was concerned with the story progression (ie the worthy opponents at the start of the game are too bad ass). And seems to feel that you should have to earn that kind of power fantasy.
Of course you can deviate from the classic formula. But you have to be a good writer to pull it off.
You have to be a good writer to write a good story, yes.
I don't think it's any easier to write a story containing an escalating power fantasy than any other kind of story. In fact, I think there often can be some serious writing challenges when your characters get too OP. I mean, have any of you seen Dragon Ball Z?