Lordwall sits at the foot of a giant glacier in a high mountain valley. The small microclimate this location enjoys has proven to be stimulating to all dwarves spirituality. Lordwall has just established an organized religion, devoted to the worship of Rîsen, the Goddess of mountains and caverns. Thikut Blowgirder has assumed the role of Sacred Shadow, Rîsen's earthly prophet. While many of our dwarves worship this deity, not everybody subscribes to Thikut's teachings. Time will tell if Lordwall's inhabitants heed the prophecies being foretold, or if division will threaten our fledgling civilization.
Ahhh sounds like either you don't have a Trade Depot built, or they can't find a way to it. Trade wagons for example are 3 tiles wide, so need an entrance that is at least 3 tiles wide for them to navigate through. Wagons also can not go up or down stairs. They can however travel up/down ramps.
I usually do what you're suggesting, have a massive sprawling underground fortress, but also a smaller walled enclosure on the surface that protects the underground, as well as housing a trade depot and barracks (so that my military is nearby to any potential action).
Hm, yeah I probably forgot something. DF is so big that I forget there's tons of things in it and I have to think realistically about what's needed to accomplish events.
It's definitely a lot to remember! That said though the more you play, the more a lot of it becomes second nature. If you ever have questions, don't hesitate to ask! I personally have been playing for .. holy crap, 15 years now. There's so much that's just second nature to me now, but I also learned from others over time. I'm happy to help others learn as well.