Answering #2, #3 and #5:
My advice is to just commit to making a military. Save yourself a lot of "when is the siege coming" angst and trap making time. Getting a basic military setup isn't as hard as you are making it seem; it's just takes a lot of steps to get it set up correctly. But once you do you'll think, "Wow, that sure makes things a lot easier!". So, it's worth the initial investment. A couple hammer dorfs dedicated to training from embark will meet your military needs for a long time. Most especially if you build slowly in the beginning,
don't run your wealth up too fast and leave the HFS alone.
You'll want to put your hammer dorfs in the proper leather armor with a shield and a copper war hammer. That's all you need at first. (upgrade to full metal jacket as you can, there is really no rush in the easier embarks, and steel armor runs your wealth up and exposes you to more sieges, ambushes and mega-beast attacks.) Those two dorfs can handle the first ten years worth of ambushes and sieges with ease. They can take on a full siege by themselves and not take a scratch. They will dodge arrows, bolts and a variety of physical attacks. Those attacks that hit them generally get blocked by the shield. The attacks they can't block, generally get absorbed by about six layers of leather cloaks. (read about layering armor properly
http://dwarffortresswiki.org/index.php/DF2012:Armor) Whatever manages to hit a hammer dorf often does only bruise level damage, because...
Military dwarves are incredibly tough and dangerous... Not that the game doesn't present them challenges; it does, but you are asking about beginning military, not how to deal with HFS.
The easiest way I've found (from wiki and forum) to build a rudimentary military is to simply use embark points to train two dorfs as hammer-dwarves. I also train one to max in dodge and the other to max in striking. This enables them to train the other faster in the respective skill while they spar.
After embark, before I un-pause the game, I assign one dwarf as the leader in the nobles screen, "n".
Then I create a squad in the military screen, "m", and assign the other hammer dwarf to the militia commander's squad.
Next, I setup a custom set of leather "armor" that is essentially a bunch of cloaks, hoods, mittens and socks. Then I assign this armor set as
replace clothing "r" to my squad using the military screens equip "e" command. This is accomplished by assigning uniforms "U" command and "shift-enter" to actually assign the set to the entire squad. Note, that the dorfs will not actually be able to equip this stuff until my leather worker (and clothier for socks) make the items. Doesn't really matter, as long as you create the items the dorfs will automatically equip them once you've assigned them a set of armor. (make sure to read the wiki about the proper layering of armor)
Then I assign them the copper war hammer they embarked with. (you'll want to upgrade to a silver war hammer fairly soon to prevent your dwarf from becoming attached to an inferior weapon.) The shield I'll equip once my carpenter actually creates it.
Okay, so that's all the stuff I do for the military before hitting the space bar and letting the game run.
Now, keep in mind none of this does crap unless you give the dorfs a place to train - a barracks. Which is easy enough, I generally have my carpenter make a weapon rack. Have your dorfs build the weapon rack in an appropriate location. Once built, using "q", create a barracks and assign your hammer squad to this barracks. You must make certain to tell them to train in this menu. You do this by hitting "t". I generally also assign them to sleep in the barracks by also pressing "z", but this in not really necessary.
Cool. Now your hammer dorfs know what equipment they'll need. They know where to train and sleep. But you still haven't given them a schedule to train by. Press "m" then "s" and this will take you to the military scheduling screen. You'll see your squad name up top and a list of months with a column for orders. Highlight an order and the edit it, "e", so that your train order only trains two minimum - "shift-enter" makes the assignment. Then copy this order "c" to all months.
Now you've set the schedule but you haven't told the hammer dwarves to actually follow it. That's the last step. Press 's' and the squads menu will appear. Press "a" to chose your hammer squad then 't' to toggle that setting to active/training. Escape to the main screen.
Now, if you've completed all these steps correctly, you'll soon see your dwarves becoming military dwarves and sparring. Let them go about their business and they will train themselves to hammer lords within the first year or so. No need for danger rooms or other fancy training schemes. Not unless you are doing the more difficult embarks.
Please note that your hammer dwarves will not actually train the armor skill until they equip armor. Like mail shirts or helms which you'll have to create for them and then assign as a new armor set.
NOTE: The above method assumes a fairly new player; wilderness or calm embarks and allows a lot of dwarves to be assigned to the various building tasks that come with creating a new fortress. This method is sort of "set it up and forget it" until you need to kick ass. This hands off approach to military training helps when you are still trying to learn how to keep all the other things running evenly. I do this because I like to tinker and invent things. So, this method gives me the time and staff to do so. In addition, if I decide I need a lot more military very quickly, I already have everything set up but the danger rooms.
A lot depends on what you want to do.