You shouldn't be running into goblins yet, those guys are from a plains biome which 3 levels above, you won't stand a chance, avoid plains. If your talking about the greydwarves and trolls in black forest then you want to get bow and arrows to take the troll out as pretty hard to go melee with early game.

Yes go to black forest and find burial entrances and seek out surtlings cores, you will be able to make coal and smelt ore to make things with metal. Skeletons are weak to blunt damage so if you take a little time to make a stag breaker (you may need to chop a pine tree down in black forest to get core wood to unlock it's recipe) this weapon hits as a shockwave and works good in tight corridors of the burials as it hits through walls and doors with blunt damage.