I don't have my Military set up and I don't know what or how to work with them. Simplest Military suggestions? Weapons, Armor, Barracks Location, etc... I appreciate all the help.
Eventually you will want to read the wiki and understand the details of squads, uniforms, schedules, etc.
However, here is a simple strategy I have tested many times that should keep your dwarfs safe for the first couple of years:
1. Embark with standard "Play Now!" starting 7 dwarfs and set them to work digging, chopping trees, fishing, growing food, making crafts, etc.
2. Make some crossbows and bolts out of wood.
3. Turn on Hunting for your Fisherdwarf. Now he will start carrying a crossbow at all times, so if he gets attacked while he's out fishing, he'll be able to protect himself.
4. Soon you will have more meat & bone than you know what to do with, so make some bone crossbows and bolts.
5. Train your dogs into war dogs and assign them to outdoor dwarfs like woodcutter, fisherdwarf.
That should take you through until summer and your first wave of immigrants.
6. Find the migrant with the best military skills (Dwarf Therapist is helpful for this) and make him/her your Militia Commander on the n screen.
7. Go to the m screen and make a "no uniform" squad led by that dwarf.
8. Add the 2nd most military skilled to the squad.
9. Make a barracks/training room in your entry hall (so anyone entering the fort must pass through) and set the squad to train nonstop with s, a, t.
10. Any migrant Peasants become Hunters unless they have significant melee weapon skills (in which case I train them to Novice in a civilian skill like fishing or herbalism then recruit them to the military)
If I've found metal and received a weaponsmith and/or armorsmith via immigration:
11. Make note of the weapons each soldier is skilled in, and make some!
12. For each soldier make helmet, breastplate, gauntlets, greaves, boots, shield
13. Go to the m screen and assign the Metal Armor uniform to the squad
For each additional migrant wave:
14. Pick the 2 or 3 most military-skilled dwarfs and make them into a new squad.
15. Peasants become hunters (make sure to always have lots of crossbows, bolts, and quivers) and fisherdwarfs, herbalists, and beekeepers get the hunter skill too
When the caravan arrives:
16. Buy the weapons each soldier needs (if you don't have them already)
17. Buy the necessary metal armor (if you don't have it already)
18. Buy all useful metal bars
19. Buy everything made out of steel (especially anvils) and melt it down to steel bars
20. Buy trainable animals (dogs etc) train them to war and assign to important outside dwarfs
If you stick to the plan, then you will have 6-12 hunters and their war dogs running around the map hunting, fishing, gathering plants, etc. This early-warning system will make pincushions out of the first few goblin thieves. If the forces are overwhelming (an unexpected siege, megabeast, giant badgers, etc.) then use burrows and military alerts to bring the hunters into safety.
Meanwhile you will have 1 squad of 2-3 for each migrant wave, training constantly around the clock. They will become Legendary within a couple of years. If they are well equipped then a squad of 2 legendary whatevers can butcher dozens of goblins.
tl;dr: hunters and squads of 2