First dig
Here you are, in your promise land. You notice that your screen is separate in 3 parts, on the left are your dwarfs and the surroundings. In the middle, the menu and on the right the global map. Hit the tab key 2 times to remove the global map so you can see better. Use the arrows to observe your surrounding and > and < to go up and down the layer (yes, it's 3D! ... kinda). Of course you can't see what's inside the mountains, you'll have to dig for that.
Take your time to find the best spot where you will build your fortress entrance and keep in mind you'll have to build a trade depot, accessible for merchants and close enough of your workshop. (yay micro-management /o/)
You wandered too much on the map and you lost your dwarfs? Just hit unit then c, and you'll focus on the selected dwarf. Now let's make them move.
The most important thing you'll have to remember is: you design the job you want done, you will never design the dwarf who will do it. Keep always that in mind or you'll have a lot of problems Remember also that a dwarf can't do a task if he doesn't have the skill to do it, really it will help. So let's dig! If you followed my advice you have 2 miners waiting eagerly to dig the mountain, so let's go.
If you want to dig on the same level as you are, just hit designation dig, if you want to dig under your feet you'll have to dig some stairs first with d j] then on the level under at the same place d u, then dig normally with d d.
If the mountain is sandy, your dwarf will dig really fast and wont make any stone. I usually use theses level for storage. If the mountain is composed of stone, your dwarf will leave behind them some stone lump. That will be useful even if after a while there is way too much ^^'
Anyway, start digging a few room and while you're at it, you can make your woodcutter work too with d t, so that they can cut trees. And maybe you can gather some plants too with d p
Ready? Let's work.
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Oh, by the way, hit space to remove the pause screen
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Ok the miners are mining, the woodcutter are cutting, but you have some idlers dwarf and no plants are gathered! Yes, as I said earlier, the dwarf won't do a job if he doesn't have the skill, and plant gathering is a skill. So you have to teach your dwarf how to work. So, go in the u menu, select an idler dwarf [c], [p]preference, [l]abor, choose Farming related and then plant gathering. Yes it's a pain, but after a while you'll know that by heart so don't complain yet. You can do that with all your idlers dwarfs, keep in mind that you can remove the skill later.
There you go. You made your first step. And it was a difficult one, actually the first difficult one of all the difficult steps, enjoy your victory /o/