Hey welcome! Firstly, are you playing the steam version or the free version? Steam version I find to be much more new-player-friendly.

This is usually how I start my fortress, but it doesn't necessarily mean it's the right way:

1. Pick a location with some metal such as iron, and avoid aquifers unless you want an extra challenge when digging. . Pause the game and map out the basic structure of your fortress. Plot out where workshops will go, storage, and housing. Make sure paths are not too crazy. I found that time to travel affects the efficiency of your fort.
2. Decide how you want to get food and drink. I usually do a farm for food and brew.
3. Make a quarry somewhere to search and gather valuable materials.
4. And start forming some sort of defense early!!
5. Don't dig too deep too early in the game, you'll start introducing monsters into your fort which can wipe out your whole population.

I'm by no means a great dwarf fortress player, but hope this helps.

Edit: also don't sleep on pumps. I for some reason got it in my head early on that they were probably complicated. They aren't that bad, and make digging into aquifers very manageable.