Yeah, I've played a good amount of DF though I've been on break from it for six months or so.
Getting defenses up before the first attacks hit is really the main challenge of fortress mode. A good, cheap defense to start with is weapon traps each loaded with several spiked wooden balls. These do a decent enough job on goblins. Use the copper for maces, hammers, crossbows, and shields, skip armor for the time being, and make your military hit the goblins after most of them are hurt from the weapon traps. That should be enough to defend your fortress for now.
There are other ways to construct even more foolproof defenses, but they are less fun.