After a while the nightmares stop and you just dream about the cheese industry, smiling all the while the dwarves around you are being mercilessly cut down by whatever happened to be there that day.
I've had many horrible experiences with wildlife. Whenever I open up the caverns early on, looking for farm space, troglodytes bumrush the fortress, presumably because animal AI tells them to go from where they are now to absolutely any other map edge when it's time for them to leave, and your fortress is usually the only way to the surface. Trogs run out, giraffes run in, every dwarf caught in between gets slaughtered. Because of that I often make multiple staircases to the surface for wildlife to use as an alternative. Only works about half the time...
Playing with my own mod, I often find that I have at least one local species of dragonkin, and they will very often attack and kill dorfs.
Or badger men. On one embark I had some dwarven war pigs (personal mod) lazing around the wagon, when some badgermen came along and decided they wanted some sow hams. Of course, the wagon was parked not three feet from the volcano, so logically both parties fell in and died in the magma sea. That fortress went on to have a rather eventful history, ending with me needing to delete the save from all the crashes caused by a creature I added that had castes of undefined body composition.
And carp. Bane of dwarven existence. One 40d fort was destroyed within 6 months of embarking, because the carp killed 2-3 dwarves and the rest went insane/were murdered. At that time migrants never arrived until next spring.
Another fort with a very long history, had a long history of carp shredding dorfs like scaly blenders. It didn't help that one carp was in a murky pool only 1 tile from the river, and the dorfs kept trying to path right through that little strip of land. That carp and one on the other side killed 5-10 dwarves at one point. Then the marksdwarves decided to shoot at carp from the bridge crossing the river in front of the waterfall. And when they ran out of bolts? Jump into the open air above the river and explode 4-5 levels down on the river bottom. Lunatics. The starting 7's woodcutter bled to death after the carp in the murky pool she decided to drink from ripped her ass off (modded genitals) and dragged her in with it. Those pools are 1) along the main river, north of the fortress, and 2) at the eastern edge on the north side of the small tributary.