Just to expand on the correct response from @Royaji

Base normal group dungeons are very easy. As in mind-boggling easy. Veteran base dungeons are also fairly easy, too. The hardest one of these might be Banished Cells 2.

DLC dungeons (e.g. March of Sacrifices, Scalecaller Peak) are significantly more difficult. The normal versions are comparable to a lot of the vet base dungeons. The vet DLC dungeons are the most difficult. Lots of mechanics to learn and lots of DPS is needed.

With the dungeons, there are also daily undaunted pledges. There are 3 per day and its 2 base dungeons and one DLC dungeon. If you do them on normal or veteran, you get one key. If you do them on vet hard mode, you get 2 keys. You use the keys to get monster gear (e.g. Zaan, Velidreth, etc.) shoulders to pair with the helmet or motifs from the undaunted chests back where you picked up the pledge.

Hard mode is activated by either reading a scroll or doing something in addition to killing the final boss (e.g. kill X number of zombies while fighting the final boss in Wayrest Sewers 2). However, veteran dungeons are where you get monster helmets from defeating the final boss. Other than pledges, this is the main reason to run vet dungeons. You do not have to do it on Hard Mode to get a helmet.

As for trials, the "base" trials are the Craglorn 3: Hel Ra, Aetherian Archive, and Sanctum Ophidia. All are easy on normal and a good place to try out trials. AA is probably the easiest and shortest of these three.

There are three chapter trials which are Cloudrest, Sunspire, and Halls of Fabrication. Normal CR is easy, and can be completed faster than all of the other trials in the game. Veteran CR is difficult if you have low DPS. Normal SS is about as easy as normal Hel Ra. Veteran SS is quite difficult if you are not in an organized group with mics. HOF is difficult on both normal and veteran.

There are also two DLC trials which include Maw of Lorkaj and Asylum Sanctorum. AS is not too hard on normal. Vet AS requires more DPS and knowledge of mechanics. MOL is probably the hardest trial of them all. Vet MOL requires a lot of DPS and knowledge of mechanics.

There are Hard Modes for trials, too. You get character skins for some. Others you get a title and a trophy. Main reason to run trials is to farm gear so you can more effectively run trials and dungeons and maybe get some PVP gear. Personally, I think trials are the best content in the game. They can be glitchy as hell, especially Hel Ra and Sunspire, but they are fun.

Best way to jump into a trial is either join a guild or a pug group. To join a pug, head to Craglorn and watch for something like "Forming vHRC group all roles" or "LF 3 DPS for nCR" or similar area chat posts. Good luck!