One thing to keep in mind with Dwarf Fortress, the community, and even the ingame tutorial will remind you:

Losing is Fun!

This doesn't mean the game wants to kick you while you're down, but that you should strive to adapt, overcome, and come back with a vengeance to avenge whatever scenario occurred to lead you to a loss. You're not expected to become the eternal king of Moria.

You're expected to fail, try again, and thrive harder.