I personally described the curve to DF as more of a learning cliff, menacing with spikes of spiders, goblins, and lots of magma. Spiky magma.
Anyway, the important thing to remember about this is a very simple rule. What goes up, comes back down. You will climb this very steep hill, and feel good, before everything comes crashing back down. Probably on fire. However, you will avoid this path next time, only to fall again, probably dehydrated. And poisoned. See a pattern here?
There's a reason the motto of DF is "Losing is Fun!" You're gonna lose a lot. There is no goal to DF, so you can't win. Losing is your only option. That's not a bad thing though. You can choose to try and accomplish your own goals. Maybe you want to work out how to use danger rooms? Lose a few dwarves, find out that Urist mcSocklover beleives that just his socks make him invincible, and that menacing wooden spikes are not what you put in a danger room. You also learn how to make coffins. Maybe you wanna play with pumpstacks? Lose a few forts, figure out how pressure works, and that water cannons are cool until you shoot your mechanics at the invaders with it. Facepalm ftw. Hmm...now I wanna try making a Dwarven drop-cannon. That's actually a good example of how to play DF. Make a goal. Fail at it. Figure out how that failure is a good thing and learn from it.
In the long run, a fully functional, self sustained, impregnable fort may seem like a nice goal at first, and it sure is...but a perfect fort is a boring fort. Play a few games, learn what you like to do, how you like your dormitories, what you wanna do to start off, and then learn that sometimes, it's best to just sit there in a dumbfound silent acceptance as your little world goes to hell, only to have hell kick it's ass back out.
Laugh at your mistakes, be proud of your failures. And hope that someday, you will have a failure so spectacular, that you will inspire more people to play this wonderful game. Also, never forget the most important thing of all:
"Losing is Fun!"