From the start, the difficulty of learning or rather understanding, an ingame tutorial would SO help geting new players, something like, "ok this is the embark screen, this and this do this and this" and then telling you simply what each one does, always, and i mean ALWAYS relying on a manual or the wiki for the more deep knowledge, then a manual would be of LOTS of help, not much , just a text something simple, like the wiki.
Second the graphics, while i dont mind the ascii, i do mind understanding whats going on , a decent solution to this would be making the graphic easier to apply, and maybe even attaching a simple graphic set to it, nothing big, just you know, something really simple, that would also make it a lot easier to control dwarves, and even feel attached to them!
After a while either the lack of something new or the difficulty to get a good map! see unless you start close to gobos you will eventually find it hard to get sieges or ambushes (though this will probably get solved in the next update) and its also solved wen you learn that you should always use science* , as for a good map, well , let me say i HATE aquifers , they have this tendency to appear in the most AWESOME maps and just ruin, them, and i am really obbsessive so sometimes i really need a perfect map.
*testing and trying shit while killing living things in the process
Some improvement in the interface would rock too, but its not thaaaat needed (from my point of view at least) if you do the tutorial , still some decent mouse interface would rock, also some things are really boring, like having to make 200 bedrooms, or a whole dining room, or even giving the correct jobs to everyone.