I had read about Dwarf Fortress a bit here and there, but I had to sit down and watch captnduck tutorials one weekend to understand how to not die immediately. Then eventually I learned how to become impenetrable.
My first great fort I thought was safe because we had a big wall built. But a pterosaur came and viciously tore everyone apart.
One time I carved out a giant spiral staircase with a hole in the center. One of the dwarves killed some beast by dodging at the last second and having it fall to its death... although we did also lose a number of dwarves to the giant shaft.
One time I took a river running across the map and diverted it into water tanks that I used to generate mist in our large dining hall. I also had it hooked up to a trap system to drown intruders in a chamber. There was some occasional flooding, but what can you do?
I'm a fan of a long, windy path filled with traps atop a chasm that falls 50 z-levels, but that can take a bit of effort to set up.
Another time we had a vampire mayor. I kept him locked on the surface and I would let him out to do battle sometimes. He kept getting reelected because he was so charismatic.