"Losing is Fun" is the motto of the game and for people who want to "do it right", it's a bit hard to get used to. I remember when I was digging a moat and by Legendary miner decided to mine the ground beneath himself with hilarious consequences. I had to shut the game off for days. But I eventually came to appreciate the chaos and randomness of making mistakes -- it *does* make the game more fun. I keep screwing up ramps (because they are complicated) and my dwarfs will get stuck at the bottom on the mine, dying of thirst because the ramp is not connected to anything above.
DF is actually a *really* easy game once you learn how it works. People call it difficult, but in reality the difficulty is the stuff you are experiencing now. The game is unfinished. There are place holders everywhere. The UI is insanely confusing in some places and is unlikely to get any improvement until sometime around 2030. There are weird, wonderful things that happen and you aren't quite sure if it's supposed to work like that or if it's a bug.
IMHO DF is best played with a kind of insane narrative inside your head. 7 intrepid dwarfs set out to create their fortune. But they can't figure out how to make stairs. WTF. OK, they went down, but they can't come back up? They're getting thristy! And they die. Their bones are left on the first level. Another 7 dwarfs reclaim the fortress only to be attacked by some suspiciously powerful capybaras (essentially big guinea pigs). And they die. It's OK. The game grants you infinite dwarfs -- and *there is no way to win*. The latter bit is important.
It *is* a puzzle. Anytime you see the phrase SCIENCE! in the forum (i.e. everywhere) it's because nobody knows how the damn thing works and somebody is going through with trial and error to figure it out. Even the author is unlikely to know how it works. That's the charm of this game. You could spend your life reading spoilers, practicing "to get good" or as Shonai_Dweller says, you can just play the game. "How the hell does this thing work. What? I killed a dwarf AGAIN? Really, there should be a warning on those bridges." *That's* the game :-)
When you are frustrated and you think "I suck at this game, how could *anyone* understand it", remember that *this* is what makes you a good DF player. Because you know *there has to be a way to do this, dammit*! And you go back and you kill off 40 more dwarfs and figure out how to do it. In cycling they say that it never gets any easier -- you just get faster. In DF, it never gets any easier, you just kill things in more grandiose ways.