The basics I had down in a day, a few hours, although I had spent a while on the forums before that, and read part of the introduction on the wiki, but decided to not go through the step-by-step parts, since I wanted to do that stuff myself. And I had played roguelikes before, so first thing I did when I got in was paused it, examined all the controls, found the ones that would give me information on stuff, and probably spent an hour just looking at things and familiarizing myself with what everything was, and all the stats and screens and such.
I had chosen a fairly tame place, and was expecting things to be harder then how they turned out to be, I focused on immediately getting defense, food, and water covered. Which mostly consisted of a 3x3 fortification wall around my hole in the ground, with a dwarf keeping on eye on things, a single-wide path in with a few stonefall traps, a good underground farm, with at least a few farmers, and people doing cooking and brewing, and a hole dug into a murky pond, into an underground room, which I stuck a well over.
It wasn't that much, but I learned doing those things, and improved and built onto things as I went on, and my first fortress stood the test of time until it chugged to a crawl as a 200 dwarf fortress with piles of everything everywhere, and water flowing around.
http://mkv25.net/dfma/map-3744-whipcaught It still has most of the 3x3 wall around the main entrance, although I expanded it a bit to add a guard tower above it. As well as evidence abound of my various learning experiences.
All the single-wide passageways. The patched-over roof (and several floors beneath it) where I learned how destructive falling natural floors can be. The re-purposed bedrooms, now filled with pressurized water. The pump stacks piercing into the ground at various places to try to drain the flooding. The outer fortification wall, that I had to raise up a level when I discovered enemies with bows that decided to walk right up to them and use them against me. My artificial underground lake and waterfalls, which is filled with bones because I underestimated how fast a single pump could turn a lake into a whirlpool. etc. etc.