For starters, get used to losing. No seriously, losing is !!FUN!!
You will die. You will die often. You will eventually enjoy dying, or you will fail your strange mood and go Stark Raving Mad. This is inadvisable, because it results in bay12 experimenting on you with !!MAGMA!!
Tips:
Get defences up, even on a friendly embark zone. Only takes one or two goblin invaders to mow through your dwarves, and short of a lucky shot caving in a skull only your miners stand a chance due to mining counting as a weapon skill. Examples of defences are: wall made of wood or stone around your base, either tiny or large enough to enclose a decent area for above ground farming, refuse/corpse piles, and tree cutting. A defence I have up is a moat going all the way around the entire map 4-5 blocks wide and with a wall on the inner layer. Problem is it turns out the ocean freezes, and goblins know how to sprint over the ice before it melts. The easiest defence without tying up your masons/miners (you want those working to set up a life at the start after all) is to channel out the ground around the hole you use to enter your base with a couple tiles of space between it, and have a single tile walk way going off maybe 10 tiles with cage traps or a door on it. This takes no time to set up, and you just need to remember to remove the ramps in the channeled out area by going down a layer and hitting d>z then selecting the ramps.
Set up a brewery at the very start. This just requires a 4x4 farm and one or two stills. The farms provide enough to constantly make alcohol as well as food for the fort. Don't bother with kitchens at the very start, dwarves just consider food something to eat while not drinking (the only thing they ever seem to do tbh). Set a kitchen up later when you're more established, and start with easy meals since they take less ingredients.
If you get a dwarf with a strange mood (possessed, fel, fey, withdraw, macabre) then he will try make a randomly generated artifact item. You want to create one of each of the workshops (b>w for menu) until he claims one and starts demanding crap. Feel free to cave in the roof on him if he acts like a prick and demands impossible things, it's better than him going berserk and slaughtering everyone if he fails to get the stuff in time. Dealing with sadness at his death is better than sadness at the 10 people he kills.
It's KIND of cheating, but if you build a trade depot (b>D) and traders unload at it, you can steal everything by deconstructing it. Only do it once or twice at most, even once will reduce the items they bring next time and they will eventually wage war on you.
Use Dwarf Therapist to manage dwarves, it's a popular tool to allow you to toggle the tasks dwarves can do on and off.
Honestly I'd write more, but would be best if you posted specific questions etc.
Edit: get used to weird crap happening. For example, a giant bat took an axe and killed a bunch of berserking dwarves in my save, and people often experience dwarves acting like lemmings when they encounter waterfalls. Then there's the habit dwarves have of walling themselves in, or removing the ground underneath their feet and plummeting 50 feet into the dining room before exploding.