Particularly pertinent to first-person shooters, strategy games, and casual timed or puzzle games, difficulty settings can mean the difference between an enjoyable experience and not being able to play the game at all.
In games such as Mass Effect 3, difficulty levels allow the user to become near invincible while experiencing the story line, traversing the game, and not worrying about dying or failing the game. Deus Ex: Human Revolution from Eidos asked gamers at the top what level they wanted to play the game at. Causal, Normal, or Deus Ex (Crazy hard). It is worth noting that the more recent Madden introduced a mini game that based on the outcome took over certain actions. This allowed less able gamers to play with expert gamers and still have a good competition. This is an excellent implementation of setting difficulty level.
Starcraft II from Blizzard Entertainment and Sins of a Solar Empire from Ironclad Games allow gamers to set the level difficulty for computer opponents and thus allows the gamer to decide what difficulty of competition they can handle.
A teenager who sits down to play a brand-new strategy game for the first time gets utterly destroyed. He continues to try new games, but continually fails because there are no difficulty levels. The nature of his disability prevents them from being able to perform specific tasks at the levels demanded, and therefore he has no chance of playing the game.