Also contrary to all game design of the stupid ages (now), you're given a ton of character options that actually have an effect on your character (as opposed to, say, how far apart your neon yellow eyes are). So unless you're one of those boring people who read guides and/or cheat (same thing), you're likely going to die a lot. But thats why its fun. You could create the best character possible and just blow through the game, or you could create a character that reflects who you really are (or one that just seems unique) get your ass handed to you the whole way, and feel the triumph of just barely managing to complete the game despite nearly everything being stacked against you.
But these are the stupid ages. The times where difficulty just makes people angry and fun is synonymous with easy.
And to correct a previous post, fallout 1&2 are harder on easy than oblivion with guns is on hardest.
So if you feel like proving you're capable of thought, try them.