That's another thing. You don't aquire "Skills" to make weapons. As long as you know the process of making a weapon you can make it. Also, if you needed a weapon to defend yourself, why not just pick up a branch off the ground or go scavenging.
This isn't entirely true. You will likely have to acquire/know basic skills to use the tools involved. It's just that once you learn a skill the rest is up to you and there are no "skill levels". So you don't have to make 50 swords just to get good at it. When you have the skill to make a sword, you can make swords... within your ability to control the crafting tools as a player. This skill is separate from mining, smelting, etc.. Some of these skills will be choosable starter skills.
Regarding the original question: spawn point is always going to be near a town. (In fact the algorithm to make that happen and have town be within site of the spawn tower was kind of interesting but I digress.) Anyway, you will start with a basic weapon of some kind depending on how you built your character.
But Moonkey is right about one thing, if you are in the forest all by yourself and were foolish enough to do that without a weapon then to some extent you can pick up other things to use. The more useful survival-type base skills you have the more likely you will be able to come up with something fancier than throwing rocks.