Speaking as someone who played 40d a lot and took much time to move on, here are some things I found very important:
-Underground is different. Aside from new features, expect to have many more z-levels to dig in. Sometimes way, way too many, which is bad for fps. You may reduce the cavern number to 1 while still keeping all but one feature(curious underground structure).
-You will spend less time searching for good sites. I still remember the frustration of the impossible task of searching for a 2x2 embark with magma, running water, adamantine and chasm, heh. On the other hand you cant tell what kind of layer stone there will be.
-You may not like the way metals are handled. Nowadays, any part of a biome will look the same, mineral-wise. If a biome has hematite, it will have TONS of hematite, everywhere. Exploratory mining will be totally unnecessary, carving a single-colored rooms extremely unlikely.
-People may complain about military, but seriously, if you have been playing for so long you will do fine. It is not half as bad as they make it seem. Plus, you now have much more control.
-Burrows. The most important difference it made (for me) is increased ability of the player to murder specific dwarves. Pastures make it easy to murder specific pets of dwarves. Basically, you can kill anything you desire.
-Many of the nobles are now chosen by you. You lose the excuse for killing them, which may be sad for you.
-Migrants have now all sorts of skills, sometimes up to legendary. I find this annoying and depressing, you may too.
-No more superdwarves.
-Healthcare. Which is fine. Most of it is about dealing with diseases, which are a new thing too.
-Slower world generation. Medium region and 1050 years? Only if you are a masochist.