If it is reanimating, you might have problems.
Getting underground fast is important irregardless; just dig a staircase straight down next to your wagon, change your orders to gather refuse from outside, make a dump zone inside a makeshift hole, and order everything in your wagon dumped. While your dwarves do that, get one to make a hatch cover for a temporary seal (which will allow migrants and whatnot while keeping most wildlife out). You'll also want to butcher your pack animals ASAP, so they don't die from some random cause and become zombie yaks inside your dining hall.
When you're safe and inside, you can take a moment to collect yourself and start working on your basic commodities like dining hall, bedrooms, and food production. Note what evil things you have (if it's rain, you probably already noticed), and keep your eyes on the wildlife. Lock your hatch if they get too close for comfort.
If you get far enough to be alive and inside, it'll probably be turning summer (or already be summer, depending on what's in that second wagon), which means migrants. Supposing they get inside your safe area without getting attacked, you'll have a new workforce. Since your starting guys are skilled soldiers, put them to work! Make your first squad and get some of them training while the migrants take over setting up the fort for you. Even if you don't start training, make your squad so you at least have some armed dwarves meandering about the fort. In a good situation they'll do good work hauling, and in a bad situation they'll protect you from death.
Once you've been up and around for a few seasons, it'll start to play more like a normal fort. When you actually get the dwarfpower to start a full time militia you'll be able to be slightly less terrified of the wildlife and should hopefully be able to keep control of the surface, even if you don't use it for anything. In a bad scenario you'll be completely walled off due to an undeadsplosion that started from a murdered migrant wave, in which case you'll need to try to reclaim the surface before you die FPS death and/or run out of dwarves. Best way is probably some artifact mechanisms: most zombies will not be trapavoid, so with a bunch of spiked copper balls in that artifact mechanism trap you can crush most everything and let your soldiers handle the remainders.
Note; the caverns are also super dangerous in a reanimating embark and you should put effort into preventing undeadsplosions. Wall off whatever you can and place weapon traps all over the rest: the zombies must not gain a foothold in the caverns. They inevitably will, of course. You can't possibly defend three caverns from getting a pile of zombies in them. When they get overrun, be patient. Take them back one at a time, make dwarfy traps, beat the hordes back with all your strength, and wall off the layer as best you can. Supposing you survive your first few years and are actually on a reanimating embark, FPS death will be your main opponent, and the caverns will be the battlefield.
There's a lot to evil embarks, and it's highly random how hard a time you'll have. With a lot of caution and a lot of hammers, you should be able to beat the zombies back for long enough to worry about goblin invaders dying and reanimating during siege.