Fortresses usually die because you made a mistake that you didn't know how to or didn't care to recover from. Depending on what you're trying to do and how safe it is, forts can last a long time; simple survival is very easy since farming can run by itself indefinately and you can, if needed, set your dwarves to just drink water from a river and not bother with booze.
So, I'd suggest that you do something dangerous. The best way to learn what not to do is to do what you shouldn't. Anything involving waterworks is something that takes great care; magma is even more hazardous. Sizable outdoor buildings can also be dangerous, especially if its something that requires scaffolding and deconstructing. So is digging out multilevel chambers underground for whatever reason, whether it be for a bigger cistern as part of a fluid project or just an aesthetic great hall for your own amusement. Relying not on traps but on melee-based military for defense, and not allowing yourself to simply seal the entrances and wait out ambushes and sieges, can also be tricky for new players.
Or, if danger isn't your thing, just try working with industries that you haven't before; many people ignore cloth initially, others butchery, almost everyone doesn't do large-scale glass and soap industries for a while, and even metalworks can be ignored for newer players. All of these are much more complicated and difficult to run than the simple food/drink, stone, and wood industries, so just try them out to see how they work.
DF is a sandbox, first and foremost. Your sandcastle might come crumbling down, but sometimes seeing how high you can build it before it crumbles is part of the Fun.