At the start, watch a bunch of tutorials and do whatever. Getting clobbered will either put you off the game or addict you.
There are lots of initial dwarf setups, but you can get away with one pick, one axe, a lot of food, and a lot of alcohol, and whatever skills you think are important.
There are lots of ways to play, but a sane way is to try to get underground quick. Base your fort on 11x11 rooms (because shift-click movement makes this natural, and strangely this is a very convenient size for a variety of reasons). Connect the rooms however you want. You can use corridors (should be 2 tiles wide or so), or just put the rooms next to each other with a 2-tile wide hole in each wall connecting them. Remember that a fort spread out over a large area involves more walking than one that's stacked up like an underground apartment building.
Underground, you need a food stockpile (one whole room to start) so your dwarves can unload the cart, and so your plant gatherer and farmer have a place to put stuff they collect/farm. The idea here is that you don't want raccoons and pests of that ilk stealing your food. Make a very small (a few tiles) weapon stockpile under there so these pests won't steal your picks and axes when your guys go off to drink.
Good initial money making guy is a stone crafter, set him to work making stone instruments or mugs. Sell this junk to the caravan, which arrives in (late?) autumn. Your food and alcohol will probably hold out until then if you stocked up. Buy food, alcohol, other random junk such as ropes, barrels, and buckets, animals, bits of glass, seeds, and a variety of metal armor and weapons as you can afford.
You'll likely not get attacked for maybe a year and a half. After that time you need to be walled in and have some traps and maybe a guy in armor, shield, and axe if you're ambitious.
You'll crash and burn anyway. There's way too much to learn and huge chunks of essential information that I didn't even consider mentioning. Learn from the disaster and try again.