I know that for new players the learning curve can be quite steep, would it be an idea to give players either a starting kit with maybe an identified uncurse and identify scroll, or healing potions, or maybe enchanted starting weapon and armour? Once you have won and ascended you no longer receive it, the 'are you sure you want to continue' dialog when you start ascending can say that returning to the surface will end the starting buff.
Adding something like this would change the genre of the game. One of the whole point of Roguelikes is that your first run is the same as your 100th. If I were to ever do something like this it would be in a dedicated 'tutorial mode' that's separate from the regular game.
You'd know better than anyone else as you presumably can see the stats of depth achieved vs number of games etc, it's my perception (admitidly totally based off assumptions with no evidence) that there is a hump before people get to grips with the game, which was what my suggestion was aimed at smoothing. It may well be that adding such a feature would devalue the first success when it comes through too.