Being new to DF myself coming into .31.12, i have to say the military is easily the most frustrating part.
I probably spent a week of on again off again attempts with it, having 10 man squads of dwarves getting maimed and killed by single ambushes of 4-6 because all their skills were dabbling because they won't train, or would wear 5 weapons and 3 shields and wrestle with everything, or even when they do train the skill gain is so minimal that it'd likely take 50 in game years for a dwarf to hit legendary with a combat skill.
After totally giving up on the military and just refusing to even touch it, i eventually managed to put together some strategies that would properly defend, at least against early sieges.
It was probably a month later i happened to come over to this forum to answer some question that i couldn't figure out with the wiki, and i happened to see the two methods more experienced people were using to train a military. Was only after that that it was even functional.
Even still, they're constantly equipping other people's stuff, equipping several weapons in the same hand(but using none of them), ignoring massive quality upgrades sometimes and other times running like a bat out of hell to go grab something that increases the quality by maybe 1 tops, only equipping one gauntlet or boot while leaving a bare or just clothed hand/foot. All of these problems *could* be solved by equipping specific gear on each individual dwarf, however there is no indication(and as far as i know, no way to indicate) as to what gear has already been equipped, and the list of gear seems to shuffle within it's quality in relation to...something...the dwarf's position, or what is/isn't equipped, or something? I don't know, but if you have, say...5 masterwork Battle axes, and 5 dwarves to equip them on, only two or three will actually end up with them, the others will have had theirs taken away and will have to pick from the 5 again with no indication which is which, and the list constantly shifts.
Soooo, long story short, either the miltary needs huge fixes, or at the very least minor fixes and a big flashing !!warning!! that it is for advanced players only.