I usually play on Expert difficulty cuz I like having all the extra objectives to complete, like more loot requirements and the no kill rule, there's usually a lot of fun extra stuff you're kinda forced to do you wouldn't normally even know was there if you played the easier difficulties. My question is, does anything besides that change? Like are the guards stupider on Normal compared to Expert, like more sensitive hearing and a couple extra digits more paranoid about you hiding in complete darkness or not, stuff like that?
I can't say for sure, but I haven't noticed a significant difference between guard behavior on Normal (the first time I played) and their behavior on Expert (my current playthrough). For example, on carpet and grass, I am able to run at full speed up behind someone without them noticing. Granted, carpet and grass are the softest and quietest surfaces in the game, but you'd think that if the guards were more alert and had more sensitive hearing, they'd at least hear you running when you get close.
There is only one difference I know of for sure, and another possible difference. The one I'm sure about is that guards are a little tougher to fight head on because Garret has quite a bit less health on Expert. The one that I'm not quite sure about is that guards don't take as long to recognize Garret as a threat. For example, if a guard noticed me from a distance on Normal, it would take a few seconds before he would recognize me as suspicious. On Expert, it seems that it doesn't take as long, and when they just catch a glimpse of me, they are more likely to look for me.
I should specify, though, that the above paragraphs appliy only to Thief GOLD. I have yet to play Thief II or Thief: Deadly Shadows on Expert (though according to the descriptions for each difficulty in the latter, it would appear that difficulty does affect guard behavior).