To add to what has been said, the world in DF2014 actually continues with whatever they were doing as you play through the seasons and build up your fort. This means that, for example, if a civ is at war with another civ, they will continue to fight each other even after you start playing.
I ran into the same problem as you did, embarking right in the middle of two dark fortresses, belonging to two different goblin civs, both of which were at war with mine (I checked using Legendsviewer). 4 years into the game, and all I've had was a piddling little siege of about a dozen goblins in the fourth year which my legendary military swept away. One of the dark fortresses has ~3000 population, while the other has ~6000 population. The issue, as I found out after looking through the timeline in Legendsviewer, was that the goblins were busy beating up other civilisations.
During the four years I spent building up my fort, the goblins of The Singed Tick (to my south), together with the Human civilisation The Kingdom of Earth, waged a great war against the elves of The Renowned Sparkle, conquering many of their forest retreats. Meanwhile, the Equal Seductions, the goblin civ to my north, pulled off a massive invasion of the Kingdom of Earth's core holdings, capturing over a dozen hamlets.
Further south, in a completely unrelated war, the southern goblins of The Incinerated Evil invaded the elves of The Petals of Continent. In 177, when I started, they were a burgeoning minor civilisation with 10 holdings and several hundred elves located within the central jungles. By 182, 4 years into the game, they had been reduced to a single settlement and a mere 68 elves. Between the two invasions of the elven homelands, the elves went from a pair of civilisations slightly smaller than their human and goblin neighbours, to a handful of settlements on the brink of extinction.
So what I meant to say, was that the diplomatic situation between civilisations pre-embark can vastly change the amount of sieges and raids you get. If the nearby goblins are at war with some other civilisation, they might decide to go after them instead of you.
I suspect that for maximum siege-related fun, it is best to generate a pocket world, then generate multiple worlds until you get one where the goblins manage to wipe out all the other civs and can turn their full attention onto yours. Goblin fortresses generally have several thousand population, so you don't have to worry about running out of goblins for quite a while. I have yet to actually try this out, though.
Also, get Legendsviewer. It gives Legends Mode a proper interface, and even comes with an interactive map with cities and towns and all that on it. It helps with roleplaying a lot.