Usually I'll play on easy to familiarise with the mechanics in play before going to hard as possible difficulty. This does depend, if there are no real mechanical shifts in difficult other than % sliders (but still same AI intelligence etc.) I wouldn't dream of going beyond normal.
But this game has legendaries... and the MMO player in me screams "farm them boy!". After 150 hours of play (2 characters) I'm actually under the impression that normal is harder than survival due to the fact there are some "shut down" weapons that go way beyond the, relative, dmg to hp ratios in both difficulties