Here's a little anecdote.

When I first played Street Fighter, I played on Normal. When I struggled with that, I turned it down to easy. When I started to improve, I turned it back to normal. I made sure that I used the provided features to give myself a challenge.

I've done this with Halo, Battlefield, Mortal Kombat...hell, in the original Super Mario Brothers, and made sure I didn't use the Warp Drains until AFTER I had progressed the zones they skipped directly.

Comments like "don't do LFR if it's too easy" or "do Heroic Mode if you facerolled Normal mode" may seen like useless information, but serisously, it's a game difficulty has been a mechanic that increases the choices available to the player for 30 years. It's a bigger issue that it's taken 7 years to get 3 difficulty settings into the raid culture, and we have to wait until MoP before we get anything remotely similar for Dungeons. It's a shame that zones don't have a switch, or appropriate segmentation (like it did in Vanilla, ala Alterac Mountains, Tyr's Hand, Hearthglen etc.)