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Hurthlings only need 2/3 of marks to advance in thrown rocks and slings compared to other races. They also start with Thrown Rocks at level four. Gnomes only need 3/4 to advance in crossbows. Trolls start with level two in Twohanded Weapons. That's all regarding races, as far as I know. Of course, starting weapon skills also highly depend on race/class-combination: Human fighters start with Swords at 3, while dwarven fighters start with Axes at 3. There are 200 possible r/c-combinations... I don't know whether there's a list of the weapon skills they start with.

Spoiler
And a big furry dog to chew up lvl 2 goblins in SMC :)

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If you want a boomerang, play a hurthling assassin. If you want an everburning torch, play an orcish paladin (these are quite rare, so this is quite surprising). Also, dark elven fighting classes seem to often have the crossbows skill at level 1 as well as a hand crossbow and a couple of dark elven quarrels. Surprisingly enough, this is the case for fighters, paladins, and thieves, but not for rangers - dark elven rangers don't start with any kind of ranged weapons, despite their name.