40d:Location

Starting out in the right location is crucial to not losing (but remember, even that's still fun!). Beginning players have several things to keep in mind when selecting a site.

Surroundings

It's probably a good idea to avoid Haunted, Sinister, and Terrifying biomes, as well as extremes of cold and heat. Fortunately that still leaves you with a lot of options most of the time.

Water

Farming won't get you much in the middle of a desert. Try to find an area with a brook -- larger water sources can hinder mining. If the game warns you that you've selected an area with an aquifer, pay attention: it's going to be hard to get through it to the stone below.

Currently a permanet source of water isn't required because farms don't dry out, this is expected to change. If your map starts with even the smallest pond you can dig under it, drain it into the room (and down again if there's that much water), and build a farm on the residule mud--water levels of 1/7 can be ignored when placing the farm plot.

Lumber

Not as important in the new version, since caravans now bring wood; but treeless maps should be avoided by new players.

Trees grow on the lower surface z-levels, so make sure you have a nice large swath to chop down. Just because the biome says "heavily forested" doesn't mean you will actually have trees.

Vegetation

The local flora can be a good source of seeds.

Magma

Unlike in previous versions, you aren't guaranteed to find a source of magma. Sure, you could burn charcoal to fuel your smithies, but the convenience of magma makes it invaluable. The site selection screen can give you a good idea of whether or not you'll be able to get any: look for darker igneous rocks like basalt, obsidian, gabbro, and so on.