Well congratulations. You now live in a tube or box in a freezing, unbreathable, radiated, barren desert. The only way you can go outside is by donning a bulky environmental suit and breathing apparatus. You may have brought a dune buggy of some kind along for exploration, but you can't go very far. If something happens to it, your spare parts are numbered and you probably won't survive the night out there, spending your last moments staring at yet more sand and rocks.
You don't have real mining or manufacturing capabilities and a resupply takes years. At best, you might have a high-end industrial 3D printer for parts, but your (specialty!) raw materials will run out very quickly, and you can't 3D print truly complicated things.
The remainder of your life now depends on you maintaining a delicate, miniature artificial ecosystem inside, so you can produce food and oxygen indefinitely. This is a feat which, when we tried it back here on Earth, failed miserably (Biosphere 2). That was with the luxury of Earth-based construction, at atmospheric pressure, without having to ship materials out and in of two enormous gravity wells. Environmental integrity was a question of science, not one of life and death. Besides, there is no reason to believe that Earth's ecosystem itself is stable long-term, never mind an artificially picked subset of it.
Once the honeymoon period is over and you've settled in, you will slowly come to understand what it means to be truly alone. You will never again see the people you left behind. You cannot move away if you get into irreconcilable conflict. Your survival depends on maintaining social cohesion above else, despite none of the usual comforts being available.
If, above all odds, people manage to not go insane on their own, there's always Dunbar's number: a suggested upper limit on the size of stable social groups. In case of ideological rifts, it is impossible for people to move away and start over: unlike on Earth, a new colony can only be started with the full and unconditional cooperation of an existing one.
If you want to try new things, Mars is the last place to do so. Whoever goes there will be clinging to the way things were.
We already have a vague approximation of colonizing Mars anyway: Antarctica. Go read about life on McMurdo base for example, or this: http://www.theage.com.au/environment/big-stink-brews-in-anta...