I have to agree with gzonker here to an extent. You want to embark right next to goblins and survive the first ambush without using traps or walling in? You need a fantastic grasp on military doctrine if you want to pull that off!
Embark with one soldier, 5 points in shield using and 5 in teacher (or 5 in weapon and 5 in teacher, either way have teacher). On embark, train them to 1 in civilian skills so they won't get too many bad thoughts, I like to have them make bolts up to novice so that weapon moods are more likely.
Have that one teacher train a smallish squad of trainees, works especially well if any dwarves have the student skill. You can repeat this in various forms to spread out training.
Training can happen extremely well, but training is like any other labor. There are quality levels and there's a skill associated with it. That is Teacher. A dabbling teacher will take a year to produce garbage. A Legendary +5 Teacher will toss out legendary axelords in a month (exaggerating, but only a bit). Having a dedicated drill instructor can prove extremely productive, especially if that training squad has a partial patrol route through the fort, can really help pick out vampires and were-beasts and whatever else nasty might have snuck in.
We are dwarves. Everything is an industry. Military is an industry. You can't lay down a forge and suddenly have stacks of masterwork armor. It takes infrastructure and setting up skills and laborers. Military is an investment, it takes time to build up but works very well once you've got it structured up. Most importantly, it likely won't be ready by the time the first ambush, or the 10th ambush arrives. If you've got metal armor and weapons already (a lucky copper ore vein), then send out recruits and hope for the best, but keep your drill instructor working on their training skills.