I learned to play Dwarf Fortress over a decade ago, when it was a lot harder, without help from any guides or the wiki. It was rough - with many lost fortresses - and almost put me off of the game on my first attempt. My first death was because I drowned my starting wagon mining into a lake. My next one was because goblins swarmed over hills and ignored the z-specific walls I had erected (and I finally figured out the game had multiple Z-levels). Then I suffered another death because I couldn't figure out how to farm. These three deaths were "avoidable" and were a result of not understanding the UI. Difficulty from the UI is not a good thing (and I say this as a purist that enjoys playing the game right out of the box, full-on ASCII with no dfhack or mods) (although I love the art in the steam version and can't wait to play it).
My first "real death" was a beautiful tantrum spiral where an insane dwarf from a failed mood rampaged through the fortress on a killing spree. I hadn't planned out any containment methods, even though I knew this could happen, and by the time I managed to contain him, the damage was already done. Thrown and exploding kittens, dwarves strangling other dwarves, and one dwarf committed suicide in the well, poisoning the water. As the chaos unfolded I was horrified and amazed. Today, with the skills I have now, I could have
probably saved the fort, but back then I felt helpless, overwhelmed, and mesmerized. This is what I'd consider "good difficulty". I had time to prepare, but I prepared inadequately. The loss was my fault, not the game's. I understood that at the time. That moment, watching my fort dying one dwarf at a time, I found myself thoroughly and irrevocably hooked.
But I don't think difficulty for the sake of difficulty is necessarily a good thing.
Evil biomes were introduced with the syndrome updates and naturally I went there as fast as I could. Unfortunately, after repeated deaths I eventually decided that some of the biomes were just "too evil" to attempt to settle - specifically the ones that combined the lovely effects of thrall clouds and instant zombification. It wasn't so much that I couldn't figure out a way to combat it - because of course I
could - the problem was just that I didn't have time to prepare because the effects started almost immediately. If you don't have time to prepare, it isn't "fair" - it's the game's fault I lost, and not my own, and that's just not very fun to me.
Despite this, I'm still a hardcore proponent of "losing is fun". After all, that makes for the very best stories! I just think you should always have time to prepare - perhaps a year to really get things strapped down - but after that, all bets are off. Give me tantum spirals, give me rampaging dragons, give me goblin sieges filled with angry beakdogs! I want famine, I want zombies, I want unforgiving elves. I want to build my forts up to tremendous heights, and watch their inevitable tumbles into the gloomiest depths of despair. I want to see my forts die to the last struggling dwarf. I love the sieges, and the risk/reward of "should I try to save these migrants?" In fact, if anything, I'd
love if after a prolonged siege, goblins brought in either their version of Grond - the massive battering ram from Lord of the Rings - or an elite squad of battle-miners to dig at random into the depths of the fort, to breach at a random location (although, perhaps, your dwarves might hear them mining if they happen within something like five tiles of their location, to the same effect as "The tile is too warm to dig" with a screen relocation). Right now you can survive for basically forever just by walling off your fort - perhaps partially because dwarves' personalities are much more stable now (it's been a long time since I've seen a good old-fashioned tantrum spiral).
Of course I wouldn't be against a specific "easy mode" you could choose for your fortress at the beginning of the life of a particular fortress. Some players just want to build creatively - and I do too! I've built towering castles, deep luxurious halls, and my favorite was a triple-barreled minecart shotgun in the middle of a frozen glacier - and I know that sometimes it can be annoying to build when you have zombies wandering around. Simply select "Easy Mode" as one of the startup options and you could turn off raids, sieges, kobolds, poison clouds, necromancers, and whatever else. I'm sure a lot of people would like that - especially newer players. But don't take my Hard Dwarf Fortress away. I need those beautiful stories.