You get starting weapons based on a combination of your skills and what reps you have.
So if you have archery, you get either a crossbow or bow.
If you have one handed edged you get one of: short or long axe, short or long sword, hatchet, dagger or spear.
Shield gets you a shield.
Etc.
Personally, I would stay away from small weapon. Either go weaponless or get something with more reach.
YMMV, though.