Nightmare is the only way!
- My thinking on difficulty in games is this (and it's actually quite solid thinking when it's put into practice).
When you first get a game, doesn't matter what genre... FPS, RPG... whatever... start it straight on the highest difficulty. This way, you don't know the game any other way, you learn to play the game at this level of difficulty.
If you started on normal, you pick up the bad habits which might include, not taking cover or simple not thinking ahead. It can become to difficult, more difficult than it actually is, to learn a different way to play if you've already spent 40+ hours on easy.
If you start on nightmare, or insane or whatever the highest difficulty is, you do pick up those habits because you cannot advance any other way. This way, the game actually becomes far easier because you have no comparison to make.
I've done this with so many games in the past. Halo, Call of Duty (don't play them anymore - they suck), The Witcher 2, The Last of Us, Battlefield. Just to name a few.
Honestly, next time you get a game, doesn't matter what game, try it this way. It becomes so much better when it actually presents a challenge.