Fallout New Vegas is brilliant. Quite difficult though, at the start.. Especially if you go North. The most important rule is to stay away from the mountains and the quarry. If you aren't comfortable with your weapons or armour, you aren't ready to tackle that stuff.
Also, combat skills like Guns and Energy weapons aren't too important, compared to things like speech, repair, science and lockpicking.
Another important rule: Remember which armour you're wearing. The legion don't take too kindly to a badass with ranger armour and a fireaxe...