Use the wiki if you feel like you're stuck. Some recipes don't unlock unless you've found or crafted certain things.
Food is life. There's no food degradation mechanic in this game, so stockpile like you're a prepper. Each food item affects your max stamina, max HP, and HP/stamina regen rates. Before you take on a tough fight (a boss battle or clearing out a burial chamber), make sure you've eaten a full meal of three items. With that, unless your skills and gear are complete ass you can tank hits from two-star enemies and keep right on beating them in the face.
Speaking of which, yes, there is a variance of weapon damage in the game. Skeletons are weaker vs blunt attacks, for example.
Which brings me to the early-game best weapon: Stagbreaker. Holy fuck I am surprised this hasn't been nerfed, because it is hilarious. It has a slow windup, but the strike creates an AOE effect that knocks back pretty much any normal enemy and may stagger them. I went from hating greydwarf kill teams to laughing at them because even a half dozen dorfs + a shaman or brute have trouble when your ground-pound sends them flying like tenpins.
The big difficulty in crafting it is getting core wood. The good news is that you get that from pine trees, and those can be cut with a stone axe. Bad news? Gotta run to the Black Forest biome to get it. Try not to get stepped on by a troll.