I mean I personally prefer not too difficult of a challenge, as I don't have all that much time to play games. But another really cool thing I like about OpenTTD is the fact that you can choose what kind of AI opponents to play against, from a big pool of community created AI's, which can allow for really difficult challenges sometimes. Like if the AI builds fast, with all the different vehicles available and you don't allow yourself to buy them out, it can get really difficult, and you can make the game as fun as you want it to be