Übereil, don't get discouraged. The first 5-8 hours will be confusing as hell, but it gets a lot clearer from there on out -- or, rather, you're confused by things happening in the game rather than the way the game presents them.
The DF wiki is an a fantastic resource; there are a quite a few good tutorials there. Here's my dime's worth on getting started:
(1) Don't worry about fancy stuff like magma, steel, glass, clothing, trade, diplomacy, or war when you start your first fortress. Just concentrate on surviving the winter. For that, you need to figure out:
* Digging lodgings
* Basic comforts (beds, tables, chairs) => needs wood, carpenter's workshop, mason's workshop
* Irrigation (floodgates, levers, connecting the two, channeling water) => needs mason's workshop, mechanic's workshop
* Requirements for farming (muddy floor => getting water at a depth of 1 onto it)
* The kitchen (otherwise your produce will spoil)
* The still (otherwise your dwarves will have to drink water, which they don't like)
That's a quite a handful already, and, as stated, it took me about 6-8 hours to get my first farm going, the first three or four of which were spent in utter confusion.