The original Starcraft had a single player campaign of 30 missions of increasing difficulty, but there were no alterable levels of difficulty. However, like many contemporary games, the SC2 campaign can be played at a variety of levels from "Casual" to "Brutal." This shift reflects changes in both how videogames are designed and the specific nature of the Starcraft franchise.
Setting a good difficulty curve is a very important aspect of linear game design. You have to ensure that the game remains challenging but fun as the player becomes more skilled, while accounting for different levels of talent, experience, and learning speed. Difficulty levels have become one of the primary tools the game industry uses to allow different players to challenge themselves.
SC1 managed to create a single-player campaign that effectively taught players the game while leading them through the increasingly-difficult challenges, culminating in a final battle where you had to use your full knowledge of all three races. It was able to spend most of the first campaign introducing us to the game because no one had played anything like it before. Some of us had played Age of Empires or Command and Conquer, but they couldn't compare to this new game that used three races based on completely different principles with no common units.
Starcraft II has a much wider variety of experience to appeal to, ranging from players new to the franchise to tournament players who've been making their living off Starcraft for years. Sequels and other games within well-established genres are much more likely to need difficulty levels to account for different levels of playskill. As videogames continue to develop as an industry, more and more games fall into this category.
However, difficulty levels afford another advantage: Increased replayability. While the single difficulty of SC1's campaign was fine for almost anyone the first time through, playing the early missions again was easy enough to quickly become tedious. On the other hand, even a player who has played SC2's campaign all the way through on "Hard" will be challenged within the first few missions of "Brutal." This is a good reason for even completely novel games to include difficulty levels.
One interesting method is to allow players access to harder difficulty levels only after completing the game. On the surface this may feel like unnecessary restrictions that prevent veterans from a challenging first playthrough, but I can see certain advantages. Resident Evil 4 is one of my favorite examples of a perfectly-wrought difficulty curve, and uses the unlockable "Professional" difficulty to continue the game's curve, transitioning smoothly from the end of Normal to the beginning of Professional.
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