Speed increases on armor (and sometimes on other gear) do make a big difference, but the game doesn't really highlight this issue at any point during the introduction/tutorial. You MIGHT see something about it in a book, but that's not a given, and you certainly won't see it right away.
I wonder if the starter armor for both PCs could come pre-smithed? The "orders" note could then also include a line about it ("...has been custom fitted..."), which would point the player to what they need to do once they start swapping to new pieces.