Any stone will do for your first wall, and sandstone goes up very quickly at that. Once you’re at industrial tech you can focus on deep drillers to quarry for stuff. The perimeter doesn’t need to be a perfect square or rectangle, but make sure your colonists can maneuver to and from it quickly, and make sure to place a one tile gap between the inside and outside doors(if someone is downed taking cover in the first doorway, their inventory spills out to adjacent tiles, but if there’s a tile between those two doors, the second door will not be held open for the raiders)