Diablo – No damage to the hero after installing Diablo 3 Reaper of souls

Diablo 3, as of the time of release of Reaper of Souls, has a new difficulty system. If it's too easy, quit back out to the title screen and bump it up. I wouldn't expect a new character to take much damage at all unless they were playing on Hard or higher (and there are, like, fifteen more difficulty levels available eventually, so there's plenty of room to fine-tune it).

EDIT: in 2.0 this is a true difficulty setting, in contrast to the old 'New Game Plus' system that d3 used to use. So if you just jumped in on Normal expecting a challenge, this might be your problem.

This forum post explains the benefits and risks of bumping the difficulty well:

Raising the difficulty will buff the monster's damage and hit points, and increase some of the rewards (like gold and experience) your character receives. However, monsters will be the same level as you no matter what difficulty you choose.