New to DF, huh? Well, here's a brief survival guide to help you out!
1. Your Dwarves are idiots. You've already noticed this, of course, but you'll be expected to account for it. So help them out by setting up a meeting zone somewhere (hit i and then hit Enter twice on a safe location, then hit m to make it into a 1-tile meeting zone).
2. Your Dwarves are alcoholics. To satisfy their need for booze, you'll need to build a workshop called a "still" and have plants for them to distill (and barrels to put the booze in, too!). You'll also need to have at least one Dwarf with the Brewing labor enabled. To get plants, you can either grow your own (a good idea) or harvest them wild. To do the former, have at least one Dwarf with Farming enabled and build farm plots. Note that you need to make a different plot for every type of crop! 1x3 plots should do. Then go to that plot and set will be grown there. There's a caveat to this underground, however: you need to get the tile wet first! There's a few ways to do that (the easiest is to have your farms be 2 levels underground, designate a channel on the floor above, then use the i key again to designate a bunch of 1-tile ponds and have your Dwarves dump water down onto the farms). Once you have your plots up and going (and possibly muddied if underground), you need to go to them and pick a crop to grow for each and every season. After that, you just have to wait for your Farming-enabled Dwarves to harvest and then you can process the plants into booze! Barrels can be made at a carpenter's workshop pretty easily by any Dwarf with Carpentry enabled.
3. Your Dwarves need to eat. Fortunately, food isn't too hard to come by. Lots of crops are edible, and you can bring along animals at embark that will later produce offspring that you can butcher for meat. I covered farming above, so let's talk butchery. To slaughter animals, you'll need to build a butcher shop workshop and have at least one Dwarf with the Butchery skill enabled. (Note that you can change any Dwarf's preferences for labor by hitting v over them, then p, and then l). Once your butcher shop is up, you can designate what animals to slaughter by hitting Z and selecting Animals from the menu, then hitting b over whatever animal you want to butcher. Your Butchery-enabled Dwarf will then dutifully drag the hapless animal to the shop and get cutting! Note that you can also make a kitchen workshop to cook food, but that's not strictly necessary (though it will be in the long run; cooked food takes longer to break down than raw meat). You'll want to manage what can be cooked in the Z menu as well. Be sure you turn off all plants for cooking whenever one pops up on the list! Cooked plants give no seeds, meaning they can kill your fledgling farms!
4. Your Dwarves need to live somewhere. Build them beds, give them a dining hall, and make sure any administrators you might have also have the facilities they need. To make a piece of furniture into a room, just hit v over it, then hit r and size the room with + and -. Note that you only need to make
one table in your dining hall into a dining hall; the other tables and chairs in there will all be considered part of that dining hall too! Also, be sure you have 1 chair per table; Dwarves don't like to share their eating space.
5. Your Dwarves need to store their stuff somewhere. Designate stockpiles for goods so your Dwarves can put things like garbage, finished goods, and raw materials in safe (and logical!) places.
6. Don't panic! This game is complicated, but it's possible to learn how to play it. If you have any more questions, just ask! If you want a quick answer, you can check the Dwarf Fortress Wiki for help too:
http://df.magmawiki.com/index.php/Main_Page