I use to start out on normal when i first got into FE then as i got better normal became to easy so i usually start on hard now.
I started FE 9, on hard and 11 on h2 i belive
I started 10 on normal cause i heard from a few friends that hard was really hard (still have not finished hard dont have my wii at the momment)
i wish 4 had a starting hard mode though cause it was pretty easy except in a few spots
oh and i started 8 on hard mode on ephriams route first only a few rought points like the ghost ship (almost broke my GBA a few time cause of under leveled chars and being in the wrong place at the wrong time)