... most of the other answers was just "hey do the dig or ramp or stair like usual", um yes i know but how? what should i be aiming for in an entrance lol.
Personally, I do it this way, and it works well for me.
On a flat embark, at least 6 tiles north of the edge of the wagon, I designate a single down staircase. Beneath it, in the layer below, a single up staircase. In the embark -1 layer , I then designate digging south to below the wagon, and designate a 3x3 downward staircase, which is the top of the central 3x3 up/down staircase and is the heart of the fortress transportation route.
Once i've dug out a bit of an open area in embark -1 (which is typically not stone), I designate a storage area and deconstruct the wagon. Then I designate a meeting area next to the storage area, and once all the dwarves and animals are inside, i build a wall in the hallway from the initial downward staircase (from the top/outside/embark level) to seal off the surface until I have a chance to plan further.
If you want a step by step with screenshots to elaborate further, I can provide that, just let me know.
The reason I do it this way is to ensure there are no interruptions, deaths or fighting during the time between the initial embark and the first wave of migrants or the first caravan. digging up from below is much safer than trying to keep access to the surface, in my experience, during this initial starting time.
Nothing can harm/break through the wall, so it's "snug as a bug in a rug" so to speak.