You take a sip from your trusty vault 13 canteen

the only fallout game worth playing since 1&2 require a phd while 3&4 require a zip bomb's worth of mods in order to resemble fun

First things to do:
> turn on the radio on your Pip-Boy 3000
> get your first gun (even a small piu-piu is enough to not get screwed by the local fauna)
> try not to get ptsd from geckos and cazadors
> earn some bottle caps
> try to learn how to play caravan (low chance of success)
> lose all bottle caps because of caravan
> earn some bottle caps
> get better gear
> find new vegas

If you succeeded in all of the above, you can continue the game (you can forget about the caravan as if it never existed in the game)
Good luck!