This will depend on the game of course, but the best is when you can adjust the difficulty of mechanics individually.
City builders do this a lot where you often have lots of difficulty settings you can adjust to tailor the game to your preferred playstyle.
I’ll also say this: if you’re making a game and you add in a mechanic or mini-game that is not typical of the genre, make it optional or provide a way to skip it. Few things things in gaming piss me off more than a memory or Simon Says puzzle in an MMO or similar. If I wanted to play puzzle games, I’d be playing a puzzle game, not your game.
Ghost Recon Breakpoint is a good example of lots of difficulty settings. You can turn off some annoying parts of the game, set enemy tactical difficulty, disable some survival aspects of the game if you don't care about them, and adjust the amount of on-screen information in several steps. For the latter part, you can have a minimap that shows the location of enemies once you've seen them, or not, and you can have waypoints that show the direction of some objective, or not. With all of the on-screen stuff disabled, there would be an awful lot of searching required to find objectives. It's pretty cool that everyone can have the amount of difficulty/frustration they desire.