I'd better go at it sentence by sentence.
I have been playing DF for around a week now, and what I have played is great. However, my question is, why does it seem to actually be designed as complex as possible? I mean, the mouse can be used on some menus but not others, the plus and minus keys are used to scroll, some of the menus have counter-intuitive names, eg. Query...
Navigation issues are known, and Toady had recently queried players about game turnoffs - the interface came up rather high on the priority list, and a bit of work is planned to happen sometime in the future to make it more streamlined. Don't worry about it too much though; you usually end up using only a small portion of the interface and the hotkeys become second nature after a while.
Also, why isnt there a tileset that comes with the game? Why is there no way of playing it on a 3Dwarf-like map, as I find it very hard to understand the Z-Tile system.
At the root, DF is meant to somewhat emulate the roguelike games of olde in which most entities were represented using letters, numbers and symbols. Some people like to play that way; others prefer to use a tileset. For the moment though, this is not a high priority since you can always go pick up a tileset of your choice, plug it in, and go about your business (some tilesets like Mike Mayday come pre-packaged with a working version of Dwarf Fortress, making installation easy and painless.)
There is, I believe, a real-time 3D tool called LifeVis, but I am not aware of its specifics. Could be something to consider.
For the moment though, view the map as if you've passed a knife through it several times, turning the area into slices. When you change Z-levels, you are really looking at a slice of the map from above.
I am sure you can get used to all of these things, but it makes it so hard for beginners. I have probably spent almost 10 hours on DF, not just playing but browsing the wiki etc, and I still understand very little. Its frustrating, because I can see that its a great, deep and interesting game but it is so hard to understand!
Your First Fortress is perhaps the best crash course on the DF Wiki. That should give you an introduction to basic things like food and drinks, lodging, and basic military management. Everything on top of that is luxury: fashioning better space, decorations, smooth walls, engravings, etc. There's a ton of stuff to be discovered, so don't lose hope.
Consider also taking part in a succession game, so that you can view what others have done and take inspiration for your own management style.