They could also have a "set difficulty cave" or something near the first town. Setting the difficulty to Easy would require talking to a guy sitting there. Unlocking Hard, while possible from the beginning of the game, could require something obscure to be done (i.e. feed your Pokémon a Berry while standing between two rocks, or dance the Chansey Dance in the corner), meaning you'd have to look up how to summon the "talk to me for hard mode" guy to unlock the mode. If you don't know how/where to look things up on the Net, and have no friends to tell you, you're likely not in the target group for hard mode anyway. On the other hand, anybody wishing to play Hard mode, and being good enough to do so, would know where to find out such things.