Cataclysm: Dark Days Ahead, A zombie apocalypse simulator/roguelike. It does a good job of being hard as balls without being unfair. You'll create your character badly, run into a pack of zombies, and realize that this isn't Final Fight where you can just throw yourself into wave after wave of enemies. Then you'll either quit because you're not getting muh instant gratification, or you'll continue dying repeatedly, slowly grasping details like that the zombies have senses of sight, hearing, and smell, that you move slowly when winded, etc.
Eventually you'll get past the first few days, and then the game changes. Suddenly it's less about not getting killed while desperately scrounging for food and water, and more about thriving with things like a mobile base/deathmobile. The monsters evolve. You find places more exotic than a pawn shop, meet the NPCs, dig into the lore behind all this weird shit you keep encountering. The "challenge mode" game-starts become viable.