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I see your point. Im just afraid of the living dead, but well im open for this. Should we embark with some weapons, if we choose the most hostile area?
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I must say, when it comes to preparing for the journey, I am as simple as a rock. So if one of you guys are all awesome and stuff, please pimp a list of must haves (plump helmet seeds?)
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The nice thing with DF is that you can do whatever you want. If you do not wish to fight the undead then simply hole up until you are ready for them.
For undeads, maces and warhammers works best. Axes are ok too since they can both cut and bludgeon. The spears and anything piercing don't work well against undead, in particular skeletons. This include crossbows and ironically they are more effective against skeletons when used as a mace when they run out of bolts.

But don't ditch the crossbows, you might need them against live hordes attacking you. Like Goblins.
Granted, the last version I can play now date a lot so there might be some differences with your own now... But what I usually do in the embark screen is ditch the anvil for the 1000 extra points. With that I purchase two war dogs (you'll get a male and a female so you'll be able to breed them if they don't die early), enough wood to be able to build a small fort if need be (but it usually end up being used to build beds: this is only in case you end up with
no wood in your embark area) and lots of booze. I make sure I at least have two pickaxes and two axes (axes which can both be used for chopping trees and for combat and they don't have to be made of steel unless absolutely necessary since their base use is tools for wood) and then I go nuts with the extras.
The first thing I make sure to do is purchase skills of my starting dwarves. I always max train single dwarves in particular skills: carpentry, stoneworking, crafting, mining and farming. The other two are then trained in things I expect to have to deal with early but one of the two remaining dwarves is usually simply trained only in social skills and he reliably get voted expedition leader and mayor in every game I played so far with such a build. I usually purchase one increase in almost all skills, making sure that organizer and trader is included.
Once this is done: extra items. In my version of the game, you get an extra bag/barrel/whatever for every different piece of items you take. This mean that if you take only one seed of each kind, you'll get them plus one bag for each. If you take only one unit of booze, you get the barrels which come with it. You can get a lot of free items this way when you embark... So I usually go nuts by purchasing every piece of the cheapest leather, cheapest cages, etc. Then I also make sure I have plenty of food to go thru at least a single year without producing some myself is something goes horribly wrong, so I do the same with food and then I purchase a batch of something (don't forget the turtles for their scales! Dwarfs used them often in their moods.) etc.
Once you start the game, make sure you produce a lot of stones and try to set up your stone crafting industry very fast. Then use a random dwarf or the one you trained to repeat build stone goods (toys, mugs, etc) and stockpile them for trade. Even with a dwarf max trained in stone crafting you'll get a lot of poor quality items but the quantity will make the difference in the first year, which is why you need to start early. As time go on your stone worker will get better, as well as your trader (which if you do things well will reliably remain your leader or the same dwarf time after time) and you'll be able to sell those small, almost weightless items for a lot of other things.
The first dwarven expedition, in autumn of the first year, should have anvils for sale. They almost always do unless your civilization simply can't produce them. If they don't you can ask for them specifically once your representative arrive, or you can try to have some from a human caravan in the summer.
The reason why I ditch the anvil for almost the whole of the first year is that anvils will do you no good at all until you have a good source or iron and coal or charcoal. And this is almost impossible to do early game unless you bring everything with you. So you could say that this build sacrifice speed early game for a way greater output late game.