1. There's no win condition - it's literally impossible to offically "win". You decide what you want to do and then go try to do it. Do you want to make a ziggurat entirely out of soap? Go for it.
2.The game is pretty hard to pick up at first, so you might want to read up. The use of +/- to scroll up and down really threw me off at first, but now it's second nature.
3.Adventure mode confused me and didn't really appeal to me, but that doesn't mean you won't like it. Fortress mode is by far more popular and the one more talked about.
4.Medium is probably a bit easier, as it means goblins have to travel further and gives you more time before they seige you, but you might run into FPS problems within a few years. I've always genned medium worlds, and just started with my first small one.
Others:
- Really, it's your choice. I always, always dig into the mountainside, but I play with invasions off like a pussy. I imagine that if you go straight into the ground you'll have an easier time surrounding the fortress with a moat.
- If you pick an embark with mountains, you'll want the other part to have soil and trees on it, since mountains don't really have either. Even if it's a grassland it should have at least enough wood to hold you over until you can request more from the caravan.
- Wood has tons of uses. Not only is it useful for making beds and barrels, but it makes charcoal, a fuel, and ash for your glass and ceramic industries. Do be warned: if you offer anything made from wood to elves, they'll get pissy and leave in a huff. To keep wood from flooding my fort, I cut down trees only as I need them.
- If you're a beginner, you'll want to embark somewhere with a Warm climate and preferably a river. Temperate and colder climates freeze over during part of the year, Hot climates have some water dry up, and I've heard that the rain in Scorching climates will literally burn your dwarves.
- Stay away from aquifers at first. There are ways to deal with them, but for now they'll just be a headache. Likewise with evil biomes, unless you like bloody rain, undead elephants, and clouds that turn things into nearly-unstoppable super zombies
- Have fun, and I'm not necessarily referring to the kind that's a euphemism for a fort falling into chaos.