So you don't get slaughtered by Gobbos next time, instead of what I am assuming you were doing, training up large squads of mediocre military dwarves, you should do this:
-On your first migrant wave, pick out two dwarves who either have some military talent or have useless civilian jobs, preferably both.
-Dig out a 5x5 hole or make it above ground with walls, which could be better as it would stop them from getting cave adaption.
-Build a (w)eapons rack or (a)rmor stand at a masons or carpenter's shop, build it in the hole [(a) or (r)] and then (q)uery it as ba(r)racks.
-Assign the two dwarves into the military with SEPARATE WEAPONS (E.G. axe and spear) This is important because if they have the same weapons they will waste time demonstrating them to eachother. Make whatever weapons you assigned them as training weapons at the carpenters workshop. Note that you can't train blunt weapons this way. Optionally, you may also make them wooden shields.
-Go to the military screen, go to (a)lerts, and set the squad to Active/Training. They should proceed to the barracks and begin either Drilling or Sparring.
-They will slowly train up, eventually getting to Master or Legendary. Try to get them metal armor by this point, or they will still get slaughtered from even normal goblins.
-Once they become legendary, break one off from the squad and assign another, untrained dwarf in his place. Make the newly legendary dwarf a captain (You can create another squad by Appointing a new squad under this (l)eader) and assign a second untrained dwarf under him.
-Carve out a new barracks and assign the new squad to it, make new gear for the fresh recruits, etc.
-Repeat until you are satisfied with your military
I used this method and by year four I have ten military dwarves, most of them Master or Legendary in fighting and weapons skills, and with full candy armor and weapons (Or silver weapons, for the hammerdwarves). For some reason even though my population is around 120 I haven't gotten any full-scale sieges, but my Commander and best Captain alone can easily kill ambush squads in seconds with no injuries, aside from a smashed thumb on one swordsmaster which is unfortunately killing him slowly with infection, but whatever.