Zero Escape: The Nonary Games

Hard difficulty is the default starting difficulty of the game. Just never change the difficulty for the entire game and you will unlock this trophy once you've escaped the final room. There is no real difference between Hard and Easy difficulty in terms of the puzzles; your companions will just give you more hints in the dialogue.

The only thing you want to keep an eye on is the scale puzzle in the B. Garden escape room because if you weigh the coins a certain number of times, the game will automatically kick back to easy difficulty (you will know this has happened because Alice and Luna will solve the weighing puzzle for you). If this happens, take note of their solution (it's always the same) then restart the room and make sure you're on Hard.