I'm personally a fan of challenges, so as soon as I bought the game, quite some time ago, I immediately started playing on 'Rough' difficulty, and soon increased it to 'Intense'. Therefore I don't really think there's a 'right way', you'll have to figure out what you want from it.
I believe Rimworld is designed to be a very pushing survival oriented game, but from I gather, most fans of relaxed colony builders swear that Rimworld is enjoyable as such too. Play it vanilla first, then you'll decide whether you want to try some mods (I personally don't).
