The games difficulty curve is designed so that you really shouldn't be exploring the subway until around level 8 or so.
Even if you get there earlier, however, the game is eminently survivable at low levels. The tricks are to:
1. Sink lots of points into Small Guns and Repair early on.
2. Don't be afraid to run away and return later, once you have healed and/or rested.
3. Sniping enemies from a distance is good.
Generally, at early levels, your best bet is to tool around the outer wasteland doing smaller quests. The 'Survivalist' quests you can get from Moira in Megaton are a great way to ease you into the game.
Even if you get there earlier, however, the game is eminently survivable at low levels. The tricks are to:
1. Sink lots of points into Small Guns and Repair early on.
2. Don't be afraid to run away and return later, once you have healed and/or rested.
3. Sniping enemies from a distance is good.
Generally, at early levels, your best bet is to tool around the outer wasteland doing smaller quests. The 'Survivalist' quests you can get from Moira in Megaton are a great way to ease you into the game.