Bay 12 Games Forum

Your fortress has been blessed by the daughter of Armok himself.
Make her a carpenter.
Alternatively, make her your best champion, or a legendary miner, or even the leader of your fortress.
If she dies (though judging by her stats, she never will), drop her corpse into magma, cast obsidian from it and build a monument to her. Preferrably with a magma cannon built into her right hand and a water cannon into her left.

The first thing I do is think what will this fortress be. For now I embark on rather benign surroundings: with a volcano and a brook/river, in warm/hot/scorching, preferrably untamed biomes with at least some trees (I want to level up my military training and commanding skills, as well as really complicated trap designing skills before embarking on evil glaciers and oceans and such). I find a good place for the fortress, preferrably somewhere between the volcano and the river/brook and in a slope. Then I quickly dig out a relatively big hall, deconstruct my wagon and move everything inside as soon as possible (if there's no danger on the surface) and build a couple of workshops a drawbridge to seal the entrance. Then I go about setting up farms and magma industry halls and generally expanding. Somewhere around then, or a bit later on, I trap the entrance or make a heavily trapped detour to be able to keep the gates open. Then I do whatever strikes me fancy.

Also, notes. Shift-n brings up the note menu. There you can place a note over each stockpile labeling them, in case you forget which is which.
I generally use them for levers, though. Especially useful with complicated gate systems. Or when pulling the wrong lever results in !!Fun!!.
I usually make a giant stockpile hall right under/over the workshops to minimize the distance between them, connected by an excessively big stairway to cut down on congestions. I also put the trade depot in that hall, makes for quicker junk crafts and single items delivery. But that's general thoughts.

Just started a new fortress, and decided to make a glass industry hall. My volcano was about 15 z-levels higher than the fortress, and I didn't want to risk my miners by breaching it from the side, so I decided to make a long drop-shaft to deliver the magma to the furnaces. I ordered the miners to channel down from the top, sealing them in and forcing them to finish the project; then I switched to stairs for quicker completion... but one of the miners was my expedition leader, and there was a liaison on the map. So halfway down he decides to conduct meeting with him - he was standing on the side of the shaft. The other miner sealed in went on a long, long break. I ordered the remaining miner to dig out a way out, and then I found out why they didn't continue: the very last level of stairs was not upwards, but downwards.
Facepalm one.
The last remaining miner keeps digging, but does so very slowly and I realise why only a couple of minutes in: the tunnel was 2 tiles wide, as I expected the sealed-in miners to continue it, and forgot to redesignate it for quicker digging. Also, the miner didn't have his Masonry turned off (every dwarf had masonry on, there was a lot of building going on), so he constantly left the tunnel to build another floor.
Facepalm two.
The miner was just a few tiles too slow, and both of the sealed-in miners died.
Facepalm three.
Re-try of the same location (hate quick losses to stupidity, so restarted): I order a shaft to be dug on the same spot, but order several z-levels for channeling, forgetting the stairs for some reason. Cue the dwarves channeling out the tiles they were standing on, over a few levels of already open space... critically injured miners happen.
Fourth facepalm.

Another facepalm edited in:
In the previous fort, I've built five Goblin Grinder design siege lifters. They all worked fine... except for the fact that I put green glass disks in them. The poor goblins' frantic dodging of the disks and getting their armor dinged spawned 300-400 combat pages a second. They kept falling down from exhaustion but all remained safe and sound. *Facepalm*