Here's a reference image from the wiki. So far as I can tell it's still accurate about what armor covers what body part.
It's worth noting that no metal armor covers the face/lover head and neck. Dresses and robes, both staples in dwarven fashion and commonly made of leather despite how uncomfortable that would actually be, do. Later on, you can make these out of candy and they will offer considerable protective value. I personally favor chain armor over its solid counterparts as it seems to offers better protective value, but it is slightly heavier than them and may make an unskilled armor user all the slower for it.
In the beginning, I prefer to keep my militia lightly armored so they can move faster. Starting off, their lack of armor user skill means the more you give them the slower they move, to such an extent when they finally do reach the fight they can only make one attack for every ten of the enemy's. I'd rather have a lightly armored soldier reach engage the enemy quickly before they can put a dent in my population and resources than have a heavily armored soldier take long enough for that enemy to do their damage and set me back years.
Breastplate, helmet, a leather robe, and a wooden shield are what I usually set them up with until I get the forges up and running. If
everything goes as planned things go well I survive long enough, my militia brings their armor user skill up to such levels that they can move unencumbered just in time to receive a full set of high end armor.
Using wood for your shields is a big thing, constructing them on site saves you valuable embark points and they offer the same protective value as a metal one. They don't work as well when used as a smashing board, but that's what whatever killing stick you give them is for.