Note, I may give the wrong impression by "At start" by at start I mean the first town you go to. Riverwood. Also note I did this while siding with Hadvar from Helgen, rather than Rolaf. So whether this will work the same I can't say offhand.
If you sided with Hadvar and went to Riverwood, talk to Alvor, go in the house, talk to him again, and you can take all items from his inventory, then all items in his house. After you are done talking to him, go outside around the building where the blacksmith area is.
At the end there is a table with numerous items, on the far right is Iron Gauntlets and Iron Boots. If you turn around where the workbench is, below it should be about 6 Iron Ingots (There black). Take those, and talk to Alvor, sell all the extra items you don't need, such as the ones you looted from Alvors house. Next buy the Iron Helmet, a couple Leather Straps, and 1 Conondrum Ingot (This is optional, if you get this, you can get Iron Armor with shoulder pads). Lastly go to the forge, and under iron you should be able to make Iron Armor (Chest Piece). Once you made it, you officially have all iron armor.
If you need the shield, the Iron shield is the first shield you get if you side with Hadvar in helgen.
Note, by at start, I mean at Riverwood, the first town you go to right after Helgen. This works easier if you side with Hadvar, simply because his father is the blacksmith of Riverwood, so you get most of his stuff for free.
There is a Iron Gauntlet and Iron Boots on the table with all the weapons. Most you have to steal, but on the far right against the wall on the table you will see these 2 items you can take. next you simply sell all your extra stuff you don't need and buy a Iron helmet. Lastly you pick up the Iron Ingots, and if you have wolf pelts, turn them into leather, then leather straps. Once you have these, you can make Iron Armor. Your next upgrade will be steel armor.
to bad im not a tank!
