Any RPG that Atlus releases is hard, they practically have their own tier within Atlus in terms of difficulty with Persona being the lightweight titles and Demon's Souls being so hard "it will reach out and grab you, smack you around, smurf you up, and make you start doing "tricks" for money in the Red Light District". Only game I know that gets harder with New Game + mode, and holiday events involve changing the World Tendency events to murder the fan base.

The only game I've ever lowered the difficulty on was Mega Man 2 back in the day when I lacked skills (though I've lost said skills and still play it on Normal to this day) and TWEWY. The first boss fight I was underleveled or apparently not as skilled with the split screen fighting as the game wanted me to be, and I kept dying cause Shiki loves to block things with her face.