It was probably just an ambush, not a full-on invasion. Think of ambushes as raiding parties - about 6-8 of them will sneak around until they get discovered by a friendly unit (one of your dwarves, animals, traders, etc), then they do as much damage as they can, and run off at the first sign of trouble. Killing two is usually enough to scare them off, although if you get multiple ambush groups at once (you'll get a separate announce for each), they operate independently and you'll have to kill a few from each group to drive them off. Sieges are a different story, you'll know one when you see one.
I just feel so far behind the curve and events and like I can't catch up. Is this the normal new guy experience? I just want to do.... BETTER. Looking for magma, ores.
The normal experience would be having your dwarves starve inside the first year, if you see goblins at all on the first try you're doing well, even better if you survive them (although it's lucky to have the caravan fight them off for you successfully).
By the way, check out the saga of
Oilfurnace [warning: some spoilers at the end]. That is, I'd say, your pretty typical Dwarf Fortress experience - including the four failed embarks before the fifth "successful" one. Granted he chose a haunted island, which means less goblins and more undeads, but similar effect in the end.