If you're playing the Steam version, the tutorial does a great job at telling you the basics! Most stuff you're going to learn through trial-and-error; there's so much depth to the mechanics that it'd be impossible (and overwhelming) to cover everything from the get-go.

Here's how I typically go about it, as well as beginner tips that can be easy to miss:

1. Get all your supplies underground as soon as you can, right from the start. The very first thing I do is dig out a big room a layer or two down, then create a stockpile spanning the entirety of it. You're gonna set it to All. (You won't keep everything there forever; it's just to get it out of the way of thieves and wildlife for the time being.)

2. Make another room, this time creating a zone and marking it as a Meeting Area. Dwarves and animals tend to loiter around the wagon by default. Making this zone sets it as the new default area for everyone to bum around, safe and sound within the earth. An important note: Grazing animals (horses, yaks, cows, buffalo, etc.) need to eat grass or moss growing on the dirt to survive. When you set a Meeting Area, they will stay in it even if there is no grass, quickly resulting in their starvation. On the surface, create another zone set as Pasture, then assign your grazers to it.

3. Farming - both crops and livestock - requires dirt. Your dwarves only have dwarven crops available to them at embark, the most important of which is plump helmets. They MUST be grown underground. These crops can grow in dirt near the surface, but the soil is poor and yields will be low. This is okay for now! As you continue digging, you'll eventually breach the caverns, which have much healthier soil...but much nastier monsters.

4. Don't worry too much about making a beautiful base at the start. Your main goal for the first year is to survive and hopefully get a bit of industry going. Stonecrafting station for rock blocks, carpenter for beds and barrels, Brewer for booze, and, most urgently, Crafts for trade goods. You need to make as many rock crafts as time, material, and supplies will allow in order to trade for necessities come Autumn. The first thing you're gonna want to make at the Stonecrafting station is hatches, imo. Enough to cover up your entrance. This is the very bare minimum in defense and can be locked in the event of attack. You can't rely solely on this for forever, though - you'll have to go outside eventually, and migrants will need to come in.

That's about it for the start! Make sure you keep a careful eye on your supplies; it's all too easy to get sidetracked with construction and not realize you've only got three pints of booze left.