Dwarf psychology is deeper, but they also get depressed more easily and it's harder to save them once they start getting negative thoughts. Letting your dwarves get rained on can be enough to cause severe psychological trauma. They'll keep getting bad thoughts from remembering that time they were caught in the rain, even years later. They will also receive personality changes which can turn a balanced, hard-working dwarf into a nervous wreck.
If you have a bunch of dwarves in the same profession, they'll petition for a guildhall to be built. You need to designate it (the same way as temples/taverns/libraries) and then raise its value to at least about 2000 to satisfy the guild. Dwarves will socialise and hold training sessions in guildhalls, often raising their skills.
The same can happen with temples. Organised religions now exist, and if enough members of one religion gather in your fort they will petition for a temple to be built. The only difference is that sermons at temples give happy thoughts instead of skill boosts.
Villains exist and will send agents to try to corrupt your dwarves, but there's very little you can do to defend yourself. You can interrogate people and uncover their plots, but your artefacts will continue to go missing. In my experience the whole justice system is still more trouble than its worth, and it's best to set your tavern to only permit citizens and long term residents. If you don't allow any visitors in, your dwarves can't get corrupted.
The bug which caused equipment corruption and crashes when sending out raids has been partly fixed, although it's still a good idea to keep regular save backups.
Hair/wool can still be raised from the dead, although I think it's a bit less dangerous now. The biggest undead threat these days comes from animals which can roll into balls or retract into their shells. Some of those can become totally immune to physical damage when raised from the dead. Magma should still be effective though.
Libraries are somewhat useful since your dwarves get happy thoughts from reading books, but research is relatively pointless. In my experience scholars often end up getting thoughts like "felt anxious contemplating [topic]". The actual knowledge they gain is mostly useless.
For more detail, I think this is the wiki page you want:
https://dwarffortresswiki.org/index.php/DF2014:Release_information/0.47.01EDIT: Another big change is the existence of light aquifers. These are like normal aquifers, but produce water much more slowly. They're easy to dig through and can provide a nice easy source of drinking/bathing water early on.