Doing difficult exercises would be better for actually improving the skills, but doing easier (though not too easy) exercises would be better for the self-image as a skilled person.

Well, if you practice in contact with other people, you can reinforce your self-image as a skilled person by doing more difficult exercises than they do. The most obvious example is actual physical exercise, like weight lifting, where the primary metric of superiority is not doing exercises more easily (other people would recognize that you're not working hard enough,) but by doing more difficult lifts.