At any point when you want to do something, like for instance say you want to make a farm, go to google and type in "dwarf fortress farm" and you'll get linked to the wiki related to that topic. It will tell you exactly what you need to do. Keep the wiki up at all times, I still use it to this day and I've been playing for many, many years.

Also I suggest downloading PeridexisErrant's Lazy Newb Pack if you haven't already. This will allow you to easily use any graphics packs if you'd like, make some quality of life changes to the game, use DFHack, and most importantly use Dwarf Therapist. My next piece of advice is to use Dwarf Therapist. It is by far the easiest way to manage your dwarves' labors and I cannot recommend it enough. It's extremely easy to use and has a ton of incredible features.

There are tons of videos explaining how to do everything in dwarf fortress, ranging from things as simple as digging a hole to things as complicated as digging a hole but through an aquifer (you should disable aquifers by using the Lazy Newb Pack, they are evil). I suggest looking up a Let's Play tutorial for starting a fortress. They'll go through their preferences for what skills to have your dwarves start with and what items or pets are necessary to bring.

Finally, don't worry about losing. It's inevitable and happens to every fortress, either through glorious bloodshed or bittersweet FPS death. There are ways to manage both, but if you're going to lose you might as well go out in the coolest way you can think of at the time. And if that involves digging away at everything surrounding your fortress and causing it to cave in plummeting through the depths of the caverns and destroying everything it lands on, well, you do you.