Hardy Nature is a nature in which all stats grown evenly. Basically, no stats get lowered, but no stats are raised.
Assuming this is in-game, in my opinion, balanced natures are perfectly fine. The only reason you'll want to bother trying a new nature is if your nature is horrible; in this case, it isn't bad. For example, Bold Nature lowers your attack stat and boosts defense. This will be noticeable and annoying, as you will realize your physical hits are slightly lower than they should be. The Hardy Nature isn't that bad. With this balanced type of nature, you can dish out physical and special attacks evenly, and you don't have to worry about defense drops.
However, if you're really serious about having the best nature, then you can always soft reset until you get a nature that fits your style. However, I wouldn't bother. If you want a good competitive Incineroar, you can always breed after you complete the game. For in-game on the other hand, Litten and its evolutionary line learns both physical and special moves, so having natures like Adamant, Jolly, Timid, and Modest can, at times, be quite annoying.
In short, Hardy is a perfectly fine nature for clearing the game.