hm, a lot of questions..
mostly ninja'd
trade: when a carvan arrives, you can go to the depot and by using (q) over it and then (g) you can select things to be brought to the depot for trade. With (r) you request a trader, which will be your broker, though with (b) you can toggle anyone may trade on or off. To actually trade, use (t), not (s) or (o). note that traders expect a profit and not to break even
thieves: Active military and some animals will give chase, most will run. Trust me, thieves are the least of your worries. You can give station or kill orders in the (s)quads menu.
more serious, metals. If you havn't found copper ore (tetrahedrite most commonly), it may be down deeper, but iron is usually found near the surface
you don't need a well unless you get injuries or run out of alcohol. If you've got a river, you can build a well above that, though the water may be muddy. You can redirect the river partly to make your own underground water supply, make sure you can turn the flow off though
strange moods:
occassionally a dwarf will get a mood. They'll make an artifact and possibly become masters in a craft. If the workshop they need isn't available or the materials they want are not there, they'll go insane, berserk or melancholic. Your missed chance and a dead dwarf
dumping:
with (k) you can see items on a tile and mark them for dumping with (d), those items will be brought to the garbage zone. With (d), (b), (d) you can select a whole area for dumping. Dumped items are forbidden when dumped, so if you want to use them you need to claim them. Dumped items don't care about how much space there is at the garbage dump, which is why it's sometimes called a quantum stockpile. It is not ideal for an actual stockpile since you need to dump things manually and reclaim, so normal stockpiles are better for automating stuff