I'm currently on my sixth fortress. I abandoned the others due to design mistakes, poor starting location, or having all my equipment stolen by sentient wildlife.

I've just had my first wave of immigrants show up, and I am working on integrating them into my workforce of 80% hauling stuff from my initial mass stockpile to my designed separate stockpiles that will eventually make my industrial capacity more efficient. I'm still figuring "industry" out from an implementation perspective, though I have so far been able to create beds, cabinets, doors, stone blocks, etc - ie: I've got the Carpenter and Mason figured out.

My current goals are to get my farming and brewing running so I can make more food and booze (I'm not at all sure why this hasn't taken off yet, I vastly over-alloted farm plots), and establish the beginning of a metal industry. I found coal when I was wrapping up last night, which is fantastic since I didn't have enough wood to keep a blacksmith running.

I also need to get my military set up so I'm not caught unprepared by the inevitable goblin seige, ambushers, etc.

When all that is finished, I'll start working on gems/gem cutting and making my fortress a palace instead of a hole in the ground. I'm not sure I'll be able to make it that far, but losing is fun and every season I play through now is more learning and experience for my next fortress.