Repeated failure is the best teacher in DF.
It took me....about 7 embarks that didn't immediately get scrapped before I hit that magical "I get it" set up.
So just embark. And re-embark. And embark again. Put down stuff, even if you don't understand what it does. When you encounter your failures, go to the wiki, read what's actual going on, and re-embark armed with your new knowledge.
It's not that the learning curve of DF is so steep. There are just a lot of moving parts, and many of those parts are fundamental to a long-term game. Rules like, why you build 3 tile wide corridors, how fast x dwarves go through y resources, how much food you need as a buffer to get your own food/booze economy started, the most efficient way for YOU to start producing.....these are all things acquired over dozens of games of DF. I played maybe 1 or 2 embarks and then I exhaustively read the wiki. And it still took several embarks beyond that before I fully tried everything out, like smithing, a real military, pumps, flood gates and river channeling.
DF is the kind of game where you have to be an active learner. Most games try to make teaching as smooth, painless and brainless as possible. You don't have to pay attention to learn how to play most games, you just have to be able to read conveniently placed prompts and scripted tutorials. In DF, to really get the game you always have to actively be searching for causes and effects on your own, testing, trying things without knowing how they work and then observing them....and as always, falling back immediately on the wiki and player base knowledge. Doing that.....DF isn't hard to figure out. It just takes time and actual dedication.