In terms of functional gameplay, the biggest differences between 34.11 and 40.24 are the multi-tile trees and ability for creatures to climb. 40.24 also has a literal cornucopia of new foods, since a lot of trees and plants now have fruits and other edibles outside of straight harvesting the tile, as you would in the old Gather Plants mechanic. I would say multi-tile trees are mostly cosmetic (could be convenient, could be inconvenient), more and more accessible food is easier, and having to plan defenses around invaders that can climb being obviously an increase in difficulty. There are a couple other new functions in 40.24 as well, such as the ability for creatures in combat to flee, and at increased speeds (I noticed that even aggressive wildlife may do this).
I would probably recommend sticking with MDF6.2/34.11 since that is a more complete MDF experience; however, if you're only just starting to get the hang of DF, some of the complexities it adds may be confusing to pick up. Making steel, for example, is easier because iron veins can be found in any stone, and with research is made more efficient, but harder because it isn't done strictly in the smelter, and getting research started can be non-intuitive (and this is on top of the organization/planning and resource collection it takes to even get it started, in terms of dwarf-work - both steel smelting and research). It does have a bunch of options for Secret Fun (diseases, cults), but these can be turned off. On the other hand, MDF also has some things to make the game a bit easier, like a large variety of new metals that are mostly equivalent to copper, bronze, or steel, to varying degrees. (Specifically the "glass" metals, though they can require significant resource investment too.)
As for finding good embarks, well, that's still a problem for me. You can use the site finder to find things like multiple shallow and deep metals, flux, non-aquifer (presuming you don't just turn it off), river, etc but you'll still have to manually tab through the screens to check nearby civilizations and for elevation/cliffs. And it is not necessarily guaranteed that you'll find the metals you want, or at the depth you want. You can use dfhack's prospect to give you an estimate of the resources that will appear in your embark before you actually do so, but this can be tedious to use. you'll frequently find that the flux stone the site finder located is actually marble way down deep above the magma sea, and thus isn't particularly useful to start out with so you'll try to find another site. Shallow flux like limestone tends to also have more coal minerals, which is much more convenient than burning forests for your coal needs (even magma forges need coal for steel making).