Perhaps you put your fortress down in a place with no enemies... most games I would have to immediately setup a system to keep enemies out or they'd massacre everyone pretty quickly! Once I had a dragon come and lay waste to everything, burning down all of the trees outside and setting fire to all the hapless dwarves.
No, I would normally disable invasion. When I enabled invasion, I'd just lock my dwarfs in my fortress and not leave the fortress for a season and eventually goblins abandon the invasion. I just never figured out how to prepare an army and attack, so figured, I'd much rather focus on things like farming, smelting, jewelry etc.
You can just put down stone traps and it will kill 85% of invasions. The rest you can create a drawbridge or something and pull it up if you see an enemy you can't deal with. Closing yourself off also means you can't trade, generally, so it's good to leave your fortress semi-open.
The problem with traps that kill, when I've used them, is the cleanup aftermath where your dwarves will go crazy from having to cleanup the remains and reset the traps!
