Creating more goblin civilisations won't have too much of an effect on how many sieges you get, because the game picks one settlement from each civilisation to interact with you in-game.
What you could do, though, is duplicate the goblins' civilisation, so that the game thinks that different goblin civs are actually different entities. First, though, you asked how to make the goblins come earlier:
Go into raw -> objects -> entity_default.txt and find the goblin entry, it starts with "[ENTITY:EVIL]". Inside that somewhere you will find the following lines:
[PROGRESS_TRIGGER_POPULATION:2]
[PROGRESS_TRIGGER_PRODUCTION:2]
[PROGRESS_TRIGGER_TRADE:2]
Change those all to 1, this makes goblins trigger their antics at earlier levels of population, wealth and traded wealth. I don't know if it makes sieges happen before population 80, or if it just makes ambushes and thieves start earlier.
Then there's duplicating the goblins, which is hilarious. Change the first line of the goblin entity to "[ENTITY:EVIL1]", then select the entire thing and copy-paste it three times. Rename the pasted ones to "EVIL2" and "EVIL3". Generate a new world and enjoy your goblins!
You'll be able to see if it worked on the neighbours tab of the embark screen - there should now be three goblin civs there.