wood isnt the best source of fuel.... when you embarked, was there "flux stone" near all that other stuff (soil, deep/shallow metals and all those things). If yes, let your miners dig around and see if you can find bitominous coal or lignite. Both can be smelted into coal (b. coal is better then lignite, but both are in my eyes better than wood), which will speed up your industry
And your mayor mandates goods and materials he likes. You can find about his preferances by loo(k)ing at him and pressing Enter
To clarify, coal occurs in
sedimentary layers close to the surface. "Flux stone" on the site finder means that there is a layer of limestone, dolomite, chalk or marble somewhere (although some embarks with these do not show flux stone on the site finder for some reason). Since dolomite, limestone and chalk are sedimentary but marble is metamorphic, seeing flux stone on the site finder is
not a guarantee of coal and coal can appear in embarks without flux stone listed.
Bituminous coal yields roughly twice as much coke (which is refined coal, like charcoal) as lignite but they both yield a ton of fuel so be sure that you have enough bins and stockpile space to store it all.
One final caveat is that you need at least one bar of refined coal to start running a smelter, so if you have a ton of bituminous coal but no refined coal you will need to burn a log in a wood furnace to get a bar of charcoal before you can get started. After that the process will be self-sustaining.