I agree with Deathworks's approach, although with one caveat. I would never recommend turning invaders off. Teaching safe and defensible fortress design from the get go is a big part of the game. While it adds a fair bit of extra chance they'll lose to an ambush or something within the first few years, it doesn't actually add that much more complexity to the game - what makes a fortress safe early on is pretty intuitive. Control access to your fort, trap your entrance, don't have anyone outside if they don't have to be, that sort of thing. It's extra stuff to think about, but it's actually not that much extra complexity. When I introduced people to earlier versions I'd show them how to make archery ranges and marksdwarves by year two or three or so, but that's not so easy any more, so I'd just stick to stone/weapon traps. Also I find people (although this is possibly just the kind of people I introduce DF to) really love the idea of building a fort tile by tile with the aim of one day defending it from hordes of invaders. Even if they know they'll fail, they love the idea. They wouldn't want the goblins turned off if I offered it to them.
The most important thing, though, regardless of the kind of gamer you think they are, is that you sit with them while they play their first fort. It's really a thousand times better if you can do that. Give suggestions on what they should do next and help them with the interface. I find that once you show them the first year or so of the basics, they'll want to try everything at once! And then they're hooked.