I remember embarking several versions/years ago, back before the changes to the undead system, and I immediately started off with an undead skate in the nearby stream leaping out and scaring off my starting dwarves, until the yaks that pulled the wagon stomped it to death. I generally avoided evil biomes after the changes, just because they caused so much FPS decay, especially the earlier clouds and their never-disappearing contaminants, and I don't generally go "for the challenge" (which is kind of an unbalanced random farce), anyway.
Generally, I wouldn't bother bringing a full hammer - those are pretty expensive - just bring an anvil (granted, also kind of expensive), and some copper and wood/coal. You MIGHT need to fight immediately, but that's something where I'll just force-quit, reload, and embark elsewhere if I actually needed a weapon in hand at the start of the game to survive (that is, the yaks couldn't kill it), because it's not like you can really do much about it, anyway.
With evil biomes, you absolutely need to get underground immediately, so do bring one or maybe two picks, and maybe even give some mining experience to at least one dwarf. Dig a tunnel right next to the wagon, dig out a storage space, move everything indoors (including any animals you want to keep), then wall it off as quickly as possible, because sometimes, you'll have fortress-ending thralling dust come pretty quickly.