Have they talked about difficulty settings yet? I didn't see any in the videos (except the advanced start for a number of empires).
EUIV and CK2 doesn't really need any because of the asymmetrical starts. But in Stellaris everyone starts equal, so it would be pretty impossible to balance the game to be fun for a newbie and advanced player at the same time without any difficulty setting like in Civ.
And the wars shown on the stream looked pretty easy ... so I wonder if the game will be challening enough for people who enjoy Immortal/Deity Civ.