I downloaded DF after reading a number of LPs and its TvTropes entry and being aware of its existence for a couple of years. Within minutes of downloading it, I decided to download a tileset because "what the crap I'm not crazy enough to try and decipher this stuff". Once I finished that, I started a fortress mode game.
"... HOW THE HELL DO YOU WORK THIS THING!" pretty much sums up my 'initial' utter bewilderment quite nicely, I think.
I was turned off of fort mode for a while by the inscrutable key-mapping and the overwhelming menu orgy. So I played adventure mode for a while (and I still have no idea how you get to those dark towers!) before reading some tutorial stuff to get me past my initial "I-don't-have-any-idea-what's-going-on-how-do-you-dig-what-the-hell" phase and to the point where I could sustain my dorves. Funnily enough, the version I started on was 31.14, so I never had so much as a snatcher and the worst wildlife were the rhesus macaques (good heavens, how I abhor those thieving little bastards).
I've been playing DF for barely a month, and it has been a continual learning experience for me. (To give you an idea of how newbish I am in terms of this game, I
just downloaded the Lazy Newb Pack yesterday evening and actually figured out the basic setup for metal working just this morning. And I also can never seem to find those damned caves in adventure mode, 'cause I mean it tells me that "You see a cave entrance" when I reach where my mission objective should be and I all but say "What? Where?-! TELL ME YOU DOGGONE GAME!
") Yeah, I still kinda suck at it.