Wagons are present in the raw so you can change some of their properties and name as long as you don't try to make them besiege you. However, I don't know if starting wagon will be affected by modification of its moving brethren.
I'm pretty sure the starting wagon is hard coded.
and a building, and not a unit/creature.
No, yes, yes.
You guys got it right, im just confirming, been digging through this last night for my own mod. Your embark wagon is a hardcoded untouchable building.
Merchant Wagons on the other hand you can recolour and rename. Since you guys are creating a space-style mod (as am I) you might be interested in doing the second, so heres what I did to mine.
To provide an In-Character means of explaining wagons I recoloured them to steel greys, renamed them to cargo crawlers, rebuilt the body template to give them 8 wheels instead of 4 (not sure this has any game impact though, they are a creature that insta-dies if hit anyway) and tweaked the various trading civs to have only 'mechanical feeling' domestic pullers. Gives you that feeling of a robot pulling a big multiwheeled metal sled.
Edit: Oh you can also change what the wagon is made of, havent tinkered with this but hoping that a 'killed' merchant wagon can leave behind metal bars rather than wood, you can certainly swap its tissues from wood to metals/stones etc
Works for me anyway.
Also rather than have to 'explain' away a bunch of stuff in your download post you can make a passing reference to said cargocrawlers in your fortressintro announcement screen.
Hope I gave you some ideas here, it would level the playing field since I may well 'borrow' some of your spacesuit/pressurized oxygen tank ideas. Not as literal as you have it, but the concept is cool.