Okay, finally had a facepalm moment worth registering for.
Well, six.
Fortress was doing pretty well, dug out near the base of a valley next to a stream. A few deaths due to failed moods, but nothing really problematic. I'm setting an outer perimeter wall so that I don't have to relocate absolutely everything indoors right away (particularly the trade depot, as the entrance to the fort proper is a long two-tile-wide corridor that doubles back on itself for extra trap-laying and engraving purposes in the future). A few moods, the majority (but not all) resulting in failure, melancholy, and death (in that order) are the causes of the only casualties among the sixty-some dwarves I have around.
The perimeter wall is in fact almost complete, the exceptions being two trapped entrances - one on either side of the river - so that my dwarves can venture out if they need drugs herbs or timber; my military consists of half a dozen marksdwarves and another nine assorted-melee dwarves split up into two different squads so they can alternate training schedules via two custom schedules I've set up (labeled "oddmonths" and "evenmonths") and theoretically get some downtime.
Cue first goblin snatcher, arriving in the south part of my fort, in the midst of a few outdoors workshops.
This was not yet a facepalm moment; but it did elicit a "huh... that's odd." Both my perimeter wall entrances are on the north side. I'm not worried, though - the snatcher merely flees.
Cue two consecutive goblin ambushes. Same area. First facepalm. I speculate this is due to the recent artifact mechanism that showed up in my fortress with an estimated value of 26,400 dwarfbucks.
Upon closer inspection (and the hurried squad-station orders telling my military to get over there and get to work), I see the cause of the problem - I'd left a ramp untouched, and it was providing a back door entrance to the outdoor portion of my fort. After a pitched battle and a couple casualties, I dispatch the goblins and order the offending ramp finally removed.
I also order coffins built, but I have nowhere I deem suitable for catacombs at the moment, so I decide they will have to wait. The bodies are unforbidden, and taken to a communal graveyard upslope and downstream (which happens to be south). I'm coping reasonably well, I think. Fortress population's still low-sixties, and I get a few more dwarves with something resembling combat skills assigned to the militia.
I'm starting to get impatient with my miners (admittedly, I've only got two of them at the moment). How long can it take to remove one simple ramp? Turns out they're digging out just about everywhere else in the fortress except that ramp and the second cistern I've planned and consider second priority, and for that matter a few places outside the fortress too. Second facepalm, but I leave it be.
Cue possession of my militia commander. Third facepalm. She goes down and claims one of my two jeweler's workshops and starts hauling out the gem stockpile next door. She grabs about a dozen things in all, including some iron and clear glass, but fortunately she seems to have everything she needs and starts working. Meantime, the miners finally clear the ramp, and I set about fortifying my two main entrances further, as well as building a retracting wagon-worthy bridge across the stream (one of these main entrances, by the way, is not wagon-worthy, so this was somewhat necessary in any case). I don't have the flux stone for steel yet (and haven't found magma either, for that matter), so I've been working with stonefall traps for the most part, with a few pure-crossbow weapon traps and cage traps thrown in (and more of these just inside the fortress proper).
Militia commander completes her artifact: Berulshasad (insert umlauts and so on), "Bastionmusic", a pipe opal figurine of some dwarf I'd never heard of being surrounded and terrified by some cave spiders (which I'd never seen). There was also an image on it of my cook and one of his (many) legendary meals, and an image of circles. Third facepalm.
On the bright side, though, it's worth 80,400 dwarfbucks (read: a fifth of my created wealth up to and including that point). Nice! I could use the extra migrants that'll attract to replace my casualties. The bridges are set up (though only the inner one has its lever hooked up), I've a small army of both traps and dwarves to fend off ambushes, and hey look, the human caravan just showed up.
Cue two more goblin ambushes, and fourth facepalm.
Not exactly the kind of migrants I had in mind.
They're discovered by one of my off-duty melee dwarves, who is out getting high gathering plants with some dogs. Being off-duty, he naturally runs away, and actually manages to make it to the incoming caravan, though the dogs all end up dead. The caravan guards are pretty decently equipped to handle the ambushes, but nevertheless the fight makes it within the perimeter wall because, fifteen stonefall traps just isn't enough. I convince the militia to station themselves out where they can actually fight the enemy, meanwhile getting cancellation spam on account of a human pikeman, which elicits another "huh, that's odd" reaction, amplified when the (human) caravan guards start fighting said pikeman and eventually kill him.
Eventually the ambushes are stopped, but I'm down to fifty-two dwarves, five of which are military and three of which are confined to bed rest (translation: two military dwarves left standing). A little while later, I discover that my custom-designed training settings did not in fact have any orders associated with them, thus making my militia do nothing all year round. No wonder they died so quickly. Fifth facepalm.
Separately, I've got a few thieves and ambushers stuck in cages in the animal stockpile now, which I like. I recall reading somewhere you can take their equipment without having to take them out of the cage, but I'm not sure how to work this yet, so I settle for making a pit in the stream (still deep enough to drown in, and no ramps to climb out) to get the cages themselves back into circulation.
I have my newly-created one-tile river-pit get one of the goblin macemen assigned to it. Drown the bastard. A dwarf dutifully (for once) obliges by leading the goblin over to the pit, but it occurs to me that the pit I chose was ill-placed, as (by my judgment) it would force the dwarf to drag the goblin all the way around to the outside of the fort to get to the pit, which would just take too long. So I remove the pit area, place a new one next to the fishery, unpause... and get cancellation spam. Sixth facepalm. The goblin manages to escape with all his gear and a crossbow bolt earring as a souvenir, though one of the caravan guards and a melee dwarf chase him all the way.
All right, time to try again.
The next riverdump proceeds smoothly, but a fair amount of blood starts washing downriver. Slightly puzzled by this development, I have a look at the area and notice the trail of blood - and apparently a booted foot as well - starts rather earlier. A little after the prisoner crossed the trade depot, in fact.
Oh right. The caravan's still there.
I order the remaining maceman to be dumped in with somewhat more malicious intent.