I wish I had known
you can make a well without a forge (rope reed/pig tail rope, wooden bucket, wooden block, mechanism) for a long time there, until I had a metal industry, no well ! So now i just embark with a single rope, and have a well almost instantly.
Further, I wish I had known you can build everything above ground, or underground, and be perfectly safe and productive with both. The above ground benefit is above ground farming (fisher, straw, prickle berries) and dwarves are perfectly content to eat all of them. No need for any below ground crops, either, if you get the right embark.
Aquifers are your friend, especially given you don't need to embark on a river, if you can get an aquifer that doesn't cover the whole embark (two biomes on embark, one with, one without). Then you just channel down into it, set up your well, and never worry about fresh water again.
You can build a perfectly awesome safe fort with wooden trap components, wood beds, and stone everything else. Metal isn't required at all !
fps costs of breaching the caverns, forgotten beasts are in every world, some FBs are hella tough, cave-in traps are easy and awesome.
Also, one thing people seem to find really difficult is that you can just build a stairwell down from a flat embark, and you're underground. For some reason, many new players seem to think you need a hill side or mountain to build in. Nope!
noble assignments, which ones to do and which not to do (bookeeper, manager, doctor, broker are good, the rest carry risk) , workshop orders (I turn everything off now, by default) , refuse orders (i forbid everything now, by default) dump orders (i dump everything now, by default) and setting up a garbage dump right away.
meeting area designated areas. very important to get those in place asap, so dwarves always have a place to be.
Can't think of any other really big things..