Theres a lot of debate of balance, so here's my two cents: Enemies shouldn't be balanced in their actions, but instead their abilities. Meaning, the game shouldn't withhold from throwing a few goblins your way in the first year just because it wouldn't be "fair". Like somebody said before, the goblins don't give two shits about "fair". Rather, the goblins sent would be relatively weak, and barring some bizarre accident, could be fended off by the starting 7 with little injury.
When it comes to features like magma, I agree that there should be some risk involved. As it is, all you need to do is kill a few imps and a neverending source of magma is yours. This makes it so that even the newest of players could use magma. Getting the best thing in the game on your first fort doesn't really sound like fun to me.
I'd (and I'm sure a lot of other people too) find it much more fun to have to work for that marvelous red gold, and have some sort of recurring risk to keep it, like in the 2d version. There was always that chance of an imp ambush that keep a couple dwarves stationed at the magma river.
As it is, the only feature that really has a reason to not dig out is HFS. I'm not saying that digging out iron should let HFS baddies into the fort, just that there should be some kind of deterrent to mining it, say, a small group of human bandits comes to try and kill your fort so the iron can be theirs. I'm not saying that specifically would happen, just something like that.
And with teleportation, I think there should be three kinds (not all in one creature mind you): Line of sight, defense, and anywhere-within-range. Line of sight is self explanitory, a creature with this kind of teleportation could teleport to a spot, within LoS and a certain range, like 5 tiles or something. This would also have a relatively long cooldown, maybe 30 secs, or 300 frames or something. This could be used for things like the shock and awe goblins mentioned earlier. It's not powerful enough to ruin your shit, but it still gives the creature the power to get past a moat/death hall.
Second would be the defense teleport. I could see this being used by creatures in a good biome. Presumably they would drop something nice, or their bones would be valuable. Something about the creature give it reason to teleport to a (pseudo)random tile on the map. Once again, there would be a fairly long cooldown.
And lastly, the anywhere-within-range teleport. This could be used for megabeasts/demons, and would give them the ability to teleport anywhere in a certain range. Since these are pretty serious creatures, the range would be large, and instead of an arbitrary cooldown length, it would be based on how far they teleported, yet still be fairly short.
Some creatures could also have an effect when they teleport, such as a poof of smoke, or a burst of fire(think demons). As a final thought, maybe a dwarf could get a thought from seeing something teleport:
Urist McRock was recently startled to see a creature disappear in a cloud of smoke.