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