Yep, that's true. If you get multiple difficulty settings in a game then often (not always) the easy setting will correspond to the normal setting in Japan.
Actually that's in Europe, I don't know where America fits in, I think they get harder games like Europe.
I don't think its because the Japanese are rubbish at games or anything, but maybe they have less time and more money, so they can afford more games and want to spend less time on each one.
Also I read that Japanese don't like to see their charcter die in games so much.
Metal Gear Solid II even had a European Hardcore Extreme difficulty (or something like that)