... I think the lack of coherent goals is what makes it difficult to pick up and play for many people...
I think that this is the big thing that underlies most of the other problems. I know the people that I've shown the game to really appreciate the insane depth/complexity of the game mechanic itself. However, not everybody enjoys just trying to scratch out a subsistence from the rock. Because the learning curve is so steep, I think that not at least having some simple tutorial goals, or something of that nature, really turns some people away from the game.
I too have fallen into the "Now what?" scenario several times. I'm absolutely not advocating that there should be some undeniable, unwavering "end game" that you're striving for while playing (short of Fun). If there is some way to "win," I think that it should be completely optional. However, sometimes I think it would be enjoyable to play a game with a set of goals monitored by the computer instead of being self-inflicted. However, with the new update, I can imagine there will be countless more hours for me to enjoy the current "goal-less" setup.
One last thing that I think would help keep a large number of early players from quitting is a little bit tighter control of your dwarfs. I've seen people advocate for the "Dungeon Keeper" level of control (though, I tend to think of this as more of a "Sim Ant" level of control). In that, I mean the ability to possess a single dwarf and fully command it.
As I've taught some of my friends to play, I've found that they become frustrated when the need for a really important job suddenly comes up (pull that lever.... NOW). The ability to grab a single dwarf and guide it along would be enormously useful and help mitigate some of the frustration that comes from the current way jobs are handled. This is especially true when the dwarf on its way to pull the fortress-saving lever suddenly decides that eating can not wait any longer. Given the current strange-moods and the like that dwarfs go through, I wouldn't see exerting your direct control over one as far outside the game's spirit anyway.
While I'd enjoy these changes; I feel that they'd have to be options set in the init.txt or something. Keep the updates coming guys; the game becomes immeasurably greater with each new release.