Metal Gear Solid V: The Phantom Pain [official site] is a fine game, but is not a difficult game – at least, not unless you want it to be. Sure, you can roll through everything with big guns and a murderbot or Quiet without breaking a bloodsweat; the challenge comes in following weird whims and trying strange ideas with its arsenal of guns and gadgets. Or I suppose you could install a mod.
If you want everything to be tougher, the Hardcore mod by ‘JRavens’ ups the difficulty by pushing it more towards realism, with enemies more aware and you weaker.