I knew basically nothing of the game, so found a random [3]step-by-step tutorial and actually did pretty well until I accidentally killed the mayor, several other nobles and half my standing army at the grand opening of the new great drawbridge due to a...Minor malfunction.
The biggest three tips I can give are:
A. get a texture pack. I'm sure many people love the ASCII, but actually seeing dwarf and goblin icons removed one more thing for me to learn at the beginning.
B. download Dwarf Therapist. It's a great external UI for managing the roles of your dwarves.
C. don't be afraid to fail, because you will. Often.
[1]http://bronzemurder.timdenee.com/
[2]http://oilfurnace.timdenee.com/
[3]http://afteractionreporter.com/2009/02/09/the-complete-and-u... (warning, may be out of date!)