Firstly I got surprised by the complexity of things that are done during world generation (running rivers, forming lakes etc...) and noticed that this must be a great game and I want to get deep into it.
Then I embarked using 'Play Now!' (and got 7 unskilled peasants because of this...)
When I saw the actual game the first time I thought it is some big scale strategic view, I thought that wagon is a city and faces are armies moving around, heh...
Took me some time to figure (k) view.
When I knew what is what, I tried desingating some wood cutting, plant gathering etc, but nothing was happening. Took me a looong time, and lots of wiki searching (there were noone of that awesome tutorials back then) to figure out that I have to enable labors on my dwarves. So to save me from further micromanagement I enabled all labors on all dwarves... Took me several ingame years to figure out that they are much more efficient if each of them specialize in another jobs...
That fortress actually lasted quite long, about 10 game years (with a little save scumming, but not much). I learned most of the important game elements from it, including advanced mechanics, like pump towers, raising bridges linked to levers etc.
I finally abandoned it due to low FPS, and an ambush wth 3 squads of goblin crossbowmen who slaughtered all my military. It had about 70 population before that (I had 3 years without immigrants during that, bacause the dwarven caravan somewhat got stuck in the depot).
I still have DF 38c with a save from that fort somewhere on my disk.