Look it varies from Person to person. In my modest view, starting from Pro and then move on to Veteran and finally to Legend gives you both, Challenge of surviving as well as happiness of scoring few runs from time to time. What starting will Pro will do is, iron out any technical deficiencies you may have by the time you reach Veteran and Legend Difficulty. Moreover, don't forget to play better your Career Player need to have sufficient skill to negotiate the more challenging bowling, so if you start on Pro, by the time you reach Veteran & Legend difficulty, your career player skill should be good enough to negotiate the Legend level bowling. But again, if you don't mind & don't get frustrated scoring only few runs on higher difficulties and have patience to wait long enough for getting your 1st International call, then you may start on Veteran or Legend mode too.