I don't know if it's been mentioned before, but I find it helps to explain to new players that the Dresden Files (and the FATE system in general) is better viewed as a game where you craft a narrative, rather than overcoming challenges.
What I mean by this is that your skills aren't there to necessarily determine how competent your character is, but how much a given story is going to be focused on your character doing those things effectively. It's a subtle change of perspective, but a useful one, I think. So instead of a player feeling that they've "lost" if their character loses a fight, they should look at it that this story is about how your character deals with a superior opponent and eventually overcomes him.
The same holds true for Aspects, whether they be on characters or scenes. This isn't a game about stacking modifiers to get the best bonus. It's a game about the important parts of your character's story. If it's important to the story that your character gets the drop on a bad guy because he works best in dark shadows, then you spend Fate Points to have the focus of the story shift to that. If it's important to the story that your character has to struggle to press on and save the day even though he's bleeding from a wound, then the GM gives you Fate Points for the disadvantage of not being able to climb that fence, or an enemy tracking you by the trail of blood.
The story shouldn't be about whether or not the PCs win. It should be about how they choose to overcome their challenges (both personal and external), and what they have to sacrifice in order to do the right thing.