A learning curve is a graphical representation of the increase of learning (vertical axis) with experience (horizontal axis). If your game is too easy or too hard, you haven't set the learning curve well.
Remember that learning curve has to fit your target group. If they are experienced players, they will understand things more easily and might even expect some difficult things. If they are newbies and casual players, make the game to start easily - let players get easily to the feeling of success and progress.
Also, aim to stun the player with something awesome in the beginning!
A good rule of thumb: One new thing per level. In the start have just 2-3 things to introduce.

Distribute your content evenly
One new thing per level
Not too much in the start
Don't introduce too many new things at once
Blow player mind in the beginning, in the end, in the middle
Too easy, too hard

What the curve below shows is that the curve

Should not be too steep in the beginning and just rise
Should not be too easy for the target group
Learning curve and difficulty should raise steadily but have some ups and downs to create variations (just like movies provide still moments to catch your breath before the chase continues)

In the beginning like in first minute or so the player asks

What should I do?
How do I do it?

Once player gets that and does what expected, give a reward and continue doing that when player accomplishes given goals. Some time later, the player will start to wonder:
Why do I play this game?

LEARNING CURVE

Distribute your content evenly
One new thing per level
Not too much in the start
Don't introduce too many new things at once
Blow player mind in the beginning, in the end, in the middle
Too easy, too hard

What the curve below shows is that the curve

Should not be too steep in the beginning and just rise
Should not be too easy for the target group
Learning curve and difficulty should raise steadily but have some ups and downs to create variations (just like movies provide still moments to catch your breath before the chase continues)

In the beginning like in first minute or so the player asks

What should I do?
How do I do it?

Once player gets that and does what expected, give a reward and continue doing that when player accomplishes given goals. Some time later, the player will start to wonder:
Why do I play this game?

img/learning_curve_game_design_school.jpg

TETRIS SAMPLE - LEARNING CURVE IN TETRIS?

Is there a learning curve in Tetris?
In the old classic one, not really. You learn the basic game quickly and then it stays the same.
If we make this level based (each session is played to like a level goal like complete 20 rows), we could variate the speed of the level, amount of each different piece we get and size of the level area. With the variables we can create variation and with this variation we can adjust the difficulty of the game to fit the target group we have in mind. With these variables we can make the difficulty / learning curve variate like in the picture above.
Can you variate the learning curve in your game? Identify the elements, create new ones, power-ups, variate objective, level size and shape to create variation. Then create the learning / difficulty curve accordingly.