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[Organum]

In my absolute first fort, I couldn't even tell if it was "each square is just a square" or a "simcity" kind of thing. I didn't know how to farm and I sent an unarmed peasant to hunt. He succeeded at first, but then got torn apart by unicorns. I can't remember how it ended, but I think I abandoned.

[Alambique]

On my first-third forts, I didn't know how to set up traps of any kind neither set up any type of army or defensive alternative. I got laid by the first ambush of kobolds on each fort. 
Now I can at least have my fort past +5 years and +150 Dwarves then start having FPS Fun.

[Robsoie]

My usual mistake was always to focus on getting workshops running, producing wealth, while building towers and walls out there and having fun trying to setup traps.
...and forgetting to get even a simple farm.

How much starvation deaths i had in my forts before i added the farm on my "priority must do" list.

[bigboss199]

My first 0.31 fort worked well until the I punctured hell while mining adamantine.  Fun stuff...

[Urist Imiknorris]

SPOILER YOUR SPOILERS HERETIC.

[FreakyCheeseMan]

Hah. I learned to play the game without ever realizing there was a wiki or a walkthrough, and without any friend to show me the ropes. I abadnoned two fortresses before I realized the game had three dimensions. "Must be inside". Inside what? "Can't build bed: need bed." What the hell?

So, yeah, I think I learned in the hardest way possible- by using the in-game help files.

[NW_Kohaku]

Just want to say I love jester and LordSlowpokes mistakes...

I'm not sure how people forget to farm, though... Aside from "OK, where the heck do I want my main enterance to be?" and "How should I design it so that I won't regret it later?", my first thoughts are "warehouse" and "farms".

Oh, and for the guy who said he had trouble with irrigation, I have this one down pat after a few embarks where I was just testing things, so I just went with the quickest way to set things up: 

Aboveground farming: Just stick a pump right next to a murky pool.  Manual pump for a bit.  Bam! Muddy tiles.  It's outside, so it'll probably just evaporate or roll back into the murky pool (just don't have any stairs down or channels nearby).  Be careful about clearing away saplings and bushes, though, those will prevent you from setting up farms on top of them, so trample the area before doing this.

Underground farming: hydrostatic pressure only pushes up to the level below the level that has pressure.  You can cut pressure by making water go through a diagonal, at that.  Just dig a tunnel so that you have a channel leading up to the room where you will grow crops.  Make sure its pressure will not push it up to your farming floor.  Then breach a murky pool to feed your underground channel.  Set up a manual pump to muddy your farm once.  You might want to make this channel also lead to a cistern while you're at it, so you can have a well for your hospital.

[TheDancinZerg]

Accidentally discovering HFS, and getting killed by a goblin siege, i swear, they work together sometimes...

[RiderofDark]

Embarked next to a lake, nice place for fishing. Digging a few z-levels down I was planning on having my underground farms. 3 z-levels down, next to the lake, I had rigged up a set of floodgates. "Should I put 'em up? Nah...can't be that bad."

Miners dig a couple squares and....One second later the entire farming area was flooded. Four seconds later all of my fortress was flooded. A few dorfs had survived the cataclysm and were on the surface. Because I had dug out the entire area, there was no way I could dig around the breached lake.

[mnjiman]

Early military is nice on harder maps to deal with local undead critters.

[Comrade]

The gaming style in dwarf fortress for me is very economical, i would crank out rock crafts and embed gems into them like crazy. I would mass produce everything, since i did that i had no military, just 3 cage traps and a bridge. The goblin ambushes steamrolled me... Curse Them!

[Rayc]

Had a giant lake in the middle of my first fort (no this isn't going to end the way you think).  Decided to empty it and make an out-door farm to get some strawberries.  Had the dried out lake bed as the farm and a bunch of farmers in the lake bed farming, when a group of goblin bowmen ambushed them from above.  There was no doors to the farm, so nothing to stop the sock rush.   It was like shooting dwarfs in a barrel.

[weird beard]

I started in 2D, once I got things worked out the first issue I had was pretty much boatmurdered.  6 cages in the trap but 8 big E's running at it, 6 get caught and my dwarves dash out to get them.  A dwarf goes splat and leaves precious socks in the 1 wide corridor now packed with dancing E's.  You all know how this ends.  I also did pretty much the same thing in 40d a few times, only put 6 cage traps in on the elephant path and 8 show up.

  Giant stone stockpile outside the door was something I insisted on having for a while too.

  The biggest, most fun and memorable one for me though is the fort that taught me not to use my main corridors as booze stockpiles when there are fireimps about.   Booze fires are impressive at the best of times, but this was my first serious fort and I had about 2000 booze in stock, all in a 5 wide corridor (2D version so it was the only corridor heading back into the mountain). 
  Fireimp turns up and is dispatched quickly with no wounds that I can see, but wait, what is this? the dwarfs (pig tail glove) is now a !!pig tail glove!!, what could this mean? To the wiki!!!  Ohhhh dear, this isnt good, poor urist is on fire and nobody can save him.  Quickly get a tomb assigned to the poor hero and forbid all his stuff.  Its sad to see poor Urist doomed and we drink to salute his bravery but it is not a huge cost for the death of a fire imp.  Raise your mugs to Urist lads, look at him, a true dwarf, skoalling his last moments away....   and falling over dead and burning RIGHT ONTO MY FUCKING BOOZE!  URIST YOU STUPID FUCK! OHSHITOHSHITOHSHIT WHATTHEFUCKDOIDO?  maybe it will all be ok?  if I just ignore it maybe it wont set the booze on fire?  no, no booze definately burns.  Jesus look at that ripple effect its almost as fast as a dwarf can run.....    no wait... looks faster....   yep, definately faster.

I think I lost about 30 dwarves to the initial explosion and then about 40 more to the next few hellish minutes.  I sat and watched the goods stockpile outside burn for a while and then abandoned, the whole inside of the fort seemed to be on fire.  I couldnt see anything for the smoke

That's EPIC. I'd love something like that in one of my forts.

[abadidea]

My first fort, back in 40d, was at a volcano. It had a nice interior area of obsidian floors where I set everything up. I think I made it roughly a year before fire demons rose up out of the volcano and scared me off of magma for a long, long time. Over the first winter, I forbade the front door and unknowingly locked out a fisherperson who very nearly starved.

Second fort was at the ocean and I had no concept of a cistern. Fort went down after people got hurt and there was no water.

[Kravick]

My first fort didn't last longer than an hour.  I had read about these things called underground rivers and had no idea there were z levels.  After tunneling into the side of the mountain and creating a bunch of 1 tile wide hall ways (another mistake) and set up a few rooms for workshops I decided it was time to do some fishing.  So I tunneled over to the nearest water source and promptly flooded my entire fort, which wasn't really all that big.