Premise

Let's take some time and clear everything off the game table ... books, dice, rules, the DM, what specific game we're playing, everything.  There's you, sitting at the table, and there's the game.  We can think of it as everything you have power over, and everything you don't.  For the present, take that duality, and nothing else, as the entire universe.

We might begin by proposing that something is involved in presenting the game to you; that there's an intelligent force behind the game ... but we don't necessarily say there is.  The presentation might be a program; it might be a person, like the DM; or it might be a self-perpetuating universe without an intelligent designer behind it.  I don't say that it's any of these things.  I only want you to take a moment and consider that whichever it might be, it doesn't matter.  The simple fact is that however those things outside of your control are presented, they're outside your control.  Any argument you make regarding the agenda of the game is irrelevant to your circumstance in it.

What do you control?  Your thoughts, to begin with ... at least, apparently, as we can go down the whole Cartesian cycle in argument against that but let's take it as a given for the time being that, philosophy considered, you certainly seem to be in possession of your own thoughts.

If you have your thoughts, you have your will — that is, what you'd like to do as an individual.  This then is the first decision you need to consider upon your embarking upon the game: once the game starts, what's your agenda?

Your agenda, of course, is curtailed considerably by what you can't control.  But here's a peculiar facet in the game: what exactly is it that you can't control?  This isn't as cut and dried as you might imagine.  At first glance, you might conceive of something you'd like to do, but which you think you can't, because your judgment of the circumstances is, in fact, inaccurate.  You can do it, but you think you can't.

This is universally the struggle that every person has with the real world.  Our lives are also established upon the duality of what we control and what we do not.  Most of the time, however, our perception over what we have control over is based on prejudice, doubt, fear, indecision, attempts to succeed that fail and inevitably, resistance against trying again.  Many of the things we succeed at turn out to be, upon that success, something that surprises, as we find it hard to believe that we actually DID succeed, as we spent so much time believing that we wouldn't.

This discontinuity affects the games we play.  The most popular games that exist are those that we have every reason to believe that we'll eventually win, so long as we put in the time.  For example, think of any video game with a storyline, an expected number of playable hours and a final destination.  However long it takes you, however many times it takes, you have a clear, reasonable expectation that you'll achieve the end.  Which will be satisfying ... though not surprising.  Because you always knew you would.

On the other hand, there are a number of competitive first-person shooters that you may have no expectation that you'll ever win, ever, no matter how long you play.  That doesn't apply to everyone.  Some obviously DO win, because they've trained themselves, and have the gift, or the will to spend that many hours ... but with those kind of competitive games, the number of winners stands atop a very, very wide pyramid of folks who'll never, ever win.  It relies on that.

With a luddite game, like chess or poker, depending on your partner, or your luck, you always have a reasonable expectation of winning.  You may lose a lot, but once in a while ... but there are always those who suck at checkers or hangman or what have you, that rate their chance of winning very low, or their pleasure at winning as very low, that they won't play these games.

The general point is that the player's perceived ability to win, or handle the principles of the game, says a great deal about what sort of game they'll play, and how willing they are to play a game they don't expect to win.  Most traditional role-playing games, as they were originally written decades ago, presupposed that, eventually, you would absolutely die.  You know, like real life.  They only way not to die was to retire the character and start another, thus cheating the hangman, presupposing that it was okay for the new character to die because it was new and thus not nearly as valuable as the character being retired.

The consequence to role-playing games has been, to make them more popular, to continually adjust the balance between what the character controls versus what the game controls.  More character control equals more assuredness that the game could be succeeded at ... but it also takes away the surprise a player might have if success should occur.  Remember: with our real personal experience, in our real lives, the things we suspend temporarily to play the game, our most formative moments occur when we accomplish something we NEVER expected to accomplish.  Such moments drastically alters the universe with regards to our perception of it.  That alteration, that experience, makes us who we think we are, and what we think we can accomplish.

The more we think we CAN accomplish, the greater our expectation for what an experience offers.  Once an individual gets a taste for accomplishing the "impossible," having accomplished the "impossible" several times already, the less interest we have for the possible ... and in particular, our interest for the probable and the certain.  In fact, we develop a violent distaste for wasting any time on something we're already sure we can do.

Let's start at the beginning again.  What's your agenda?

Your choice in what you think you can do, or how high you want to climb, changes everything about the game you're about to play — and that's regardless of the game being played, or the game's source.  If I'm the source of that game, deciding what you, my player, controls, I can't give you an experience you won't fight for.  Or, for that matter, which you won't die for.  Before we can play, or decide what you can control, or roll your character ... we have to manage your expectation.

That defines the difficulty setting we're going to play at.