Cows
Some immigrants came with calfs and there was a milker, so I build a farmer depot and told him to milk but he said nothing to milk. How do I get the calf to come down into the fortress? Or do I need to wait until it's a cow?
Caravan traders couldn't get to my fortress
I built a trade depot and it was apparently accessible, but when the caravan came they couldn't get near. Still they seemed to send an envoy. Does it matter if they can't get the wagon down near your trade depot? Should I have checked that the fortress was wagon accessible before embarking?
Opening up deep water
Can a miner get drowned if he opens up deep water and it comes out all around him?
Cows:
Pretty sure you need to wait for them grow up, also, verify they'll be Cows not Bulls. Meanwhile, Build a Cage or some restraints near the milking shed, & assign the cows to it/them (q-b-a I think), that way they won't be wandering all over the place, getting killed, or eating up FPS, & when your Milker goes to milk them, he won't have far to go to get them. I'm not sure the restraints will allow them to be milked, but hopefully it will as cages prevent breeding.
Taders:
Caravans do need to get their Wagon to your Trade Depot if they have one (I take it from this that you're playing 40d? as Caravan Wagons are bugged/non-exisitent in .31.12 AFAIK), & Wagon Accessibility isn't a site issue as a fortress issue (i.e. a wagon needs a 3 tile path from the map edge it spawns on to your depot, this means 3 tile wide halls, no stairwells, & make sure they don't get blocked by trees on the surface).
Water:
If water moves in the tile your miner is in, he can drown in it if the depth goes over 4/7 & he can't swim or get away, also note that water flooding in is probably "pressurised", meaning it will keep coming until it's new level is the same as the top level of the source, which can flood your fortress (& drown everybody).