Do you really need magma that early? I mean.. do get magma, you have to dig pretty deep now, usually resulting in going through at least one if not more cavern layers, depending on how many you hit. I would not risk that, without having a decent military up first.
Other than that, the best option imo would be to dig a few exploratory tunnels deep down to find out where the magma is, then build a tunnel system that avoids any caverns and build the magma industry right next to the magma source. Sure it will be a long walk for the workers, but it should be more or less safe and it is definitely the fastest way to tap into the magma. Just do not forget to wall / floor off your exploration shafts as someone else also mentioned. Potentially an even easier way is to dig straight down to the magma and wall around the stairs whenever it crosses a cave, basically building a sealed stairway all the way down to the magma. It might be a little riskier than going around the caves, as you will be vulnerable during constructing the walls, but walls are built pretty quickly, so as long as you pay attention, i do not think there should be any problems.
Personally, i do not feel the need to get magma early, but this might be related to me choosing starting locations that have sedimentary layers, mostly for the flux and the abundance of iron ores, but it is also packed full of coke bearing ores, like lignite or bituminous coal. Also since it is the topmost layer, i can usually get these ores right from the start meaning that i can have my steel equipped militia ready before fall of the first year.
Standard metal industry setup for me: 6 smelters, 2 forges, 8-9 dwarves assigned to metalworking, 4 of them specialists only having one metalcrafting job enabled besides furnace operating, and the rest are dedicated furnace operators. It is the second thing i get up and running after the farms.