Pilgrim: The easiest one. Animals only attack when they are provoked and you’ll find tons of useful stuff. The weather is nice and cozy and it takes a while for you to get hungry or thirsty. There are no such things as parasites or cabin fever. Ideal for learning the basics of the game. (5 feats selectable)
Voyageur: Animals attack as soon as they sense you, it is colder, you’ll find less stuff. Hunger and thirst are serious enemies. Good for fighting your first battles and explore the different regions. (4 feats selectable)
Stalker: Way less loot and everything is trying to kill you: the weather, the animals, the diseases. This is real survival. (3 feats selectable)
Interloper: You’ll start with almost nothing, you will have to handcraft everything (except the saw and the hammer). You can select 2 feats to help you and you will need them badly. There are no rifles, axes or knives! There are also less wolves, but the remaining ones are incredibly dangerous. You should only play this mode if you know TLD in and out, stalker is too easy for you and you have nerves of steel.