Quickstart guide/Preparing carefully
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Since we know certain things about our first site, we can choose our skills and equipment knowing what to expect. Metal will be our primary industry. We won't be hit too hard by enemies right off the bat, so we can concentrate on civilian skills and supplies.
Chopping and Digging
Our starting location will have wood, so we don't need to bring a bunch with us. We will need something to chop down trees though, and something to dig with: picks and a battle axe. One copper axe, and two copper picks should suffice to start.
In order to spend fewer points in this domain you can make your own weapons! It's quite easy, as soon as you know how metalsmithing works. If you don't you should take already made weapons.
Food and Drink
Sixty drinks and forty food should be enough to see you through until you can produce your own, even if you get large waves of immigrants right off the bat. Skip dwarven wine, as that's the very first sort of alcohol you will be producing, from plump helmets, and you will be making a lot of it.
Five to ten of each type of seed will be enough to start you off farming, though you may want additional plump helmet spawn.
As for medical supplies, you can easily make your own crutches and splints, but you may want to bring along a small amount of thread, cloth, and gypsum plaster for stitching up dwarves and making casts as these are more difficult to produce initially.
You want at least one rope, for making a well. You could produce your own once you have either metalworking or pig-tail farming and processing set up, but you may want a well before that. They are also useful for chaining animals up near your entrance as a warning system, but this can also be done without ropes in the latest versions (using the pasture system).
Bring an anvil to set up your first forge. Without anvils, you have the chicken-and-egg problem that you need an anvil to make an anvil. Therefore it is critical to bring an anvil if you plan to make a forge. Otherwise you will have to wait for a caravan to show up with one and trade for it, and this could take a long time.
You also might want to take two or three dogs and a breeding pair of cats. The dogs can help you hunt and fight if you train them, and the cats catch vermin that infest your food supply. However, cats may not be a good choice for beginners due to the risk of a catastrophic catsplosion. Both can keep dwarves happy as pets. And in a pinch, they can both make a tasty snack.
Female birds can also be brought to produce eggs, which are another easy means of acquiring food for your dwarves. Birds are extremely cheap to bring at embark. (You will eventually need to set up a nest box for the bird to lay eggs in.)
As for dwarves, choosing certain skills will make your life much, much easier starting off. It is recommended that you start with dwarves with at least some points in the following skills:
If you chose a site with flowing water, fishing can help keep your fort fed early on. If not, hunting can do the same, but keep in mind that safe hunting requires a lot of micromanagement. Your hunters will happily stalk and attack elephants, cougars, and other dangerous animals before they have the skills necessary to deal with them. Fisherdwarves, on the other hand, really only need to worry about alligators and crocodiles (which may not even appear in your biome).
Leatherworker can be another useful skill, especially if you hunt or raise animals. If not, your first caravan will likely show up with tons of cheap leather. Leather makes good armor for your marksdwarves, as it is light weight and won't slow them down too much.
You will probably want one dwarf with medical skills, and another with crucial social skills. For your doctor, put one point into each of wound dresser, diagnostician, surgeon, bone doctor, and suturer. For your leader-dwarf, put one point into judge of intent, appraiser, organizer, and record keeper.
Another way to start out, for intermediate players, is to give one dwarf organizer skills, one record keeper, one diagnostician, and one appraiser. The remaining three will be as follows: one dwarf with a melee skill and perhaps leader skill, one with proficient miner skill and carpenter, and one with mason and woodcutter. This allows for a quick-start fortress with all the starting nobles, two masons, and one skilled miner. Food stocks should be fine, as you can appoint one of your nobles to be a temporary farmer until the next migrant wave comes with all the peasants and workers.