The very first time I ever played, when I had no real idea what Dwarf Fortress was, I was bewildered by the ASCII and then discovered I could use "k" to look at things. "Hey look, those are dwarves around a wagon, sitting on a grassy plain surrounded by upwards slopes! It all makes sense!" So then I look around some more and figure out how to dig. "Wow, cool, I hit chrysoprase! And brown jasper! Woot! Already finding gems - I must be good at this!" So I keep digging and a little ways into the mountain I see a ton of blue 7's. I look at it with K - "wow", I think, "I'm figuring out this game so fast! I'd always heard it was too difficult to play!" - it's water. What ho, dear chaps! A lovely underground lake! Why, I think I might take a dip!
...so I dig to it. Or into it, rather... First fortress gone, just like that. Very, very rapid flash flood that drowns my dwarves.
Second fortress. I get a really good place going, get some walls up, get an underground forge with hematite. Oh, I'm brilliant and incredibly good, yes? I'm always wondering what that empty space is, though... "Is it... perhaps... the edge of the world? Have my dwarves embarked on a location truly unique and incredibly awesome?! Mayhap, dear fellows, I could use such a truly amazing feature to kill any enemies that dare attack my fortress in the clouds!!!" So I build walls to it.
Year 2, goblin ambush, 1 raiding party. They go UP the mountain (eh, WHAT?! WHERE'D THEY GO?!), over my walls (AH!!! ARE THEY FLYING?!!?), and most importantly, right up through the front gate when they're finally leaving. I pat myself on the back for my traps causing the fool goblins to fall off the edge of the world.
It wasn't til the next game that I discovered z-levels.
edit: typos.