It's extremely hard to give only one piece of advice, but I can try. Probably the most important advice would be "read wiki - all of it. When you start metalsmithing, read wiki pages that handle weaponsmithing. When you build water-based traps, read articles trap design and water pressure". Wiki has been extremely important for my own learning, and I think I wouldn't get grasp of the game without the wiki.
Other tips:
You can't ever have too much doors. Especially when playing with water. Floods can be stopped with single door.
Build a large dining room, smooth&engrave it and make it meeting hall. It will give dwarves massive happy thoughts.
It's actually very easy to just dig down into magma and build directly magma forges instead of coal-using ones. Dig directly down. When you hit cavern, build hatch covers so nothing will fly from the caverns to your fort. Keep digging. Make sure to close any holes to caverns.
When moving stone, use wheelbarrows (they can be made of wood). Make several stone stockpiles, set them to accept only ores and set them to use max ampunt of wheelbarrows (3). This will speed hauling a lot.
Always have a backup plan. What if a goblins ambushed your woodcutters now? Always have a backup plan. Military is good to build early, even if it's just few dwarves. There's a plenty of military guides to get them train effectively.
Do you use DFHack and its military tweaks? I don't remember if LNP activates them by default. You probably have dfhack.init-example in your Dwarf Fortress -folder. Open it with notepad and rename it to "dfhack.init" to get those DFHack bugfixes activated automatically. Very helpful.