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[Hans Lemurson]

1.) Get everybody underground ASAP.  Underground is safe.
2.) Dig a stockpile underground and start transferring essential items as weather permits.
3.) Get a militia ready to deal with any undead.
4.) Prepare to slaughter any grazers that you can't provide pasture for. 
Build workshops:
- Butcher (to carve up the body before it reanimates),
- Tanner (to tan the hide into leather before it can reanimate), and
- Farmer's (to spin any hair into thread before it can reanimate).
5.) Seek out the caverns to release its life-giving spores into your dirt domain.  This will allow for underground pasture for some of your animals, and also seeds for cave-plants if your wagon supplies suffered an unfortunate accident.

A dwarven colony that has found the caverns can survive indefinitely.  You don't even need to venture into them and risk the dangers below.  So long as you have at least 1 pickaxe and 1 anvil, you'll make it.

[Xyon]

don't have any experience myself but based on what others have been saying, it seems like protecting from the rain is important, but you don't want to haul goods. couldn't you bring wood, and have your 7 dwarfs build a roof over the wagon and a roof over the staircase you dig down right next to the wagon so you can have extra time to haul? but that only protects from rain and not creatures/undead.

[PatrikLundell]

Yes, it's possible to build a shed, but that often takes longer than the time until the first rain/appearance of nasties. You can make the shed with complete walls, so nasties can't get in (and you can't get out, unless you build a door and the nasties aren't able to destroy doors), but you'd still have to get it done before things get unpleasant. Unless you spend your embark points on skills and just a few essential goods, hauling still takes longer than building a shed though.

[RLS0812]

You could build a shed out of metal bars to save time ... however that isn't going to do much good is it randomly decides to rain puke before the roof goes on ...

[PatrikLundell]

Note that very few evil rains are really harmful, so I'd be more worried about undead (and mists). However, if I was to build a shed I'd start with a ramp and a wall, then the roof, and end with the remaining walls (and have a miner dig the stairs while the ramp and first wall segment are built). I'd probably have 4 additional wall segments built initially with the dorfs idle otherwise, though, as that would also provide space from which to build further roof segments in parallel, and monitor the building to make sure all dorfs have work to do.
Also, I doubt you save much time by building with metal compared to logs (brought on embark, rather than cut locally), as the logs don't slow down dorfs that much, the hauling distance is very short, and logs cost fewer embark points. If I was to try to reduce weight I'd probably go for stone blocks of the lightest stone available (or even wood blocks, if those can be brought on embark).

[Sarmatian123]

Shed takes too long. Dig 1x1 stairs deep for 2 levels. It should be fine even on aquifer embarks. Mine some 11x11 space for all items storage there. Don't do it on 1st level, as chopped trees will make holes in your cover. Design storage as meeting area. Start bringing your stuff from deconstructed wagon in. Cut 1 tree btw too. Cover entrance with some log when you're done. Leave building on surface for later. With your starting 7 dwarves, you may wish to bring 2 copper battleaxes and 5 copper picks instead of bars. Don't make walks too far from your wagon to the hidy-hole. You can tunnel later to the middle of the map underground and make your proper settlements there. Under ground, above ground or how ever you want. Make sure to make 3x3 butcher room to deal with your wagon pulling animals asap. Butchering renders dead safe from re-animation I think. Though you may need tanner & farmer workshop for that too. 1 tree should provide enough construction materials, so don't get greedy.

[Pvt. Pirate]

Shed takes too long. Dig 1x1 stairs deep for 2 levels. It should be fine even on aquifer embarks. Mine some 11x11 space for all items storage there. Don't do it on 1st level, as chopped trees will make holes in your cover. Design storage as meeting area. Start bringing your stuff from deconstructed wagon in. Cut 1 tree btw too. Cover entrance with some log when you're done. Leave building on surface for later. With your starting 7 dwarves, you may wish to bring 2 copper battleaxes and 5 copper picks instead of bars. Don't make walks too far from your wagon to the hidy-hole. You can tunnel later to the middle of the map underground and make your proper settlements there. Under ground, above ground or how ever you want. Make sure to make 3x3 butcher room to deal with your wagon pulling animals asap. Butchering renders dead safe from re-animation I think. Though you may need tanner & farmer workshop for that too. 1 tree should provide enough construction materials, so don't get greedy.

this sounds like the safest method so far.

[doublestrafe]

So would this work to bring a full load of stuff?

Immediately dig a 5x6 trench 2z deep around the wagon. Make sure your dwarves are all on the inside. Get underground with 6 rocks. Then, dig under and collapse the plug of land with the wagon on it (4 rocks = 3 mechanisms and a support), and build a bridge (2 rocks = 8 blocks) over it from the side, 1z underground.

I'm not sure, but I think if you collapse it an extra level deep you can build a floor over it, under the bridge, and that will make it Inside so dwarves will clean off any evil syndrome rain that already fell on your stuff.

[NordicNooob]

I personally prefer to build around the wagon with walls. Wood is light and cheap, and the walls can be dismantled later if you want to reclaim the surface and still need wood. I make my walls with a 5x5 interior. Once the walls are up, which takes about a day, you can worry about the rain. Build a ramp to get up to the top level, cover everything with flooring spare for the tile right above the ramp. This takes about another day. Once the roof is finished, deconstruct the ramp, and build a wall where it was to hole up the last tile of roof. You now have a complete seal from the outside world in three days, and all your stuff is safe. I still suggest moving your supplies underground with a dump zone in a moderate amount of time, but that can be done at your leisure.

Using this method of securing the fortress, I embark with two miners. The miners can start digging right away while the other five build the walls, and later the miners can be drafted into the military, which is normally done when the first migrants arrive. The miners that I bring do not have any mining skill and instead have soldiering skills. Casserite, malachite, and a skilled arms/armorsmith are brought to supplement this, so a functional and equipped military is ready to be created by the start of the first summer. With a military in existence, the caverns can be breached with some degree of safety for the purpose of agriculture (if you're on a biome with no soil) and the pack animals can be butchered without fear of their skins causing injury.