I would say my first real experience with "Fun" was when I was just starting to get the hang of building a semi-functioning fortress. This was actually the first fortress that I built a hospital in, though not a very good one. It was also my first extended experience with a werecreature, which is where the fun lies.
So first things first, I had a crazy spread of a fortress where I was making waaaayyy more food and alcohol than I would ever need. Pretty early on, a werecreature was spotted, and it obliterated one of my farmers, sending his teeth everywhere, and killed a few of my dwarves. I was having difficulty burying the farmer, as the dwarves kept trying to put his teeth in the coffin, seems to be a bug of some sort, and pretty soon he was haunting my fortress, which was rather surprising to me, but that was not where the fun came from. The fun was, as I built my first hospital(Some beds, tables and chests) and designated a chief medical dwarf, the moment I built the hospital zone, it was filled with half of my fortress of 80 or so population instantly. There were so many dwarves in there, many were lying on the floor, though I had built like twenty beds. Apparently life was a lot rougher than I had imagined in my fortress.
Well, what happened was, while I was preoccupied with ghostlly mcfarmerpants and figuring out how to bury his dumb ass(didn't understand memorial slabs at the time), the few dwarves that were injured by the werecreature were transforming on full moons and injuring other dwarves. This explains the massive influx into my hospital. While my chief medical dwarf and his hastily appointed assistants were trying to sew together wounds without any thread, I realized that my hospital was becoming a pool of blood, paused the game to see werecreatures rampaging the hospital, and this is when I learned the true danger of werecreatures.