Start out with DF2012. DF2014 is going to be buggy and cataloguing the effects of its overhauls will take at least a few weeks, whereas DF2012 is stable and most of the useful information about it is already stored on
the wiki.
Speaking of which, the wiki is going to be your best friend for the next few weeks. It's basically a beginner's guide to Dwarf Fortress. A huge, comprehensive beginner's guide that occasionally advises you to do terrible things for fun and profit, but a guide nonetheless.
Adventure mode is a bit bare in this version; it's going to be a lot more interesting in DF2014, and combat overhauls mean that we'll all need to re-learn adventuring in the new version. Best stick with Fortress Mode until 2014 is stable.
I'd also advise you to avoid graphics sets until you're well-acquainted with ASCII. Square ASCII is best. If you learn ASCII first, you'll find that it is easier to read, as it codes the information in a more general, less cluttered way. On the other hand, if you start with graphics sets, you will find ASCII much harder to learn... basically, you'd get addicted to graphics, and not in the fun way.
And whatever you do, do NOT play with mods until you've mastered the vanilla. By "mastered" I mean "can fully develop all industries and stave off the FPS death, along with all the other kinds of death, for a few years". Most mods are hard even for experienced players, and you'll have your fair share of Fun without them.