Skeptical. Wanted to give it a try, but I can't find the manual. Where is it?

Two places:
If you go into My Account on gog.com, there will be the option to download a bunch of files associated with the game. The manual among them.
Also, if you created a start menu shortcut during installation, there should be a folder in your Fallout directory in the start menu called "Documents", and one of those documents is the manual.
I also bought Fallout recently, and was pretty skeptical about it. After playing for a short time, I'm addicted. You might feel differently, but I'd say there's something to all this hype.

You can also find the manual in the folder you installed Fallout into, eg. "C:\Program Files\GOG.com\Fallout". The filename is 'MANUAL.PDF'.
EDIT: Replaced non-existant slashes with underscores.
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EDIT by Skreczi: added backslashes

Thanks you guys! I'm going to do some reading & give it another try

the beginnings a bit slow... once you get use to the controls (which are a bit awkward and old, especially in terms of inventory), and progress a little, it gets a lot better

I also was trying it out for the first time this year and it is definately an awsome game. Reading up on it and asking around here will greatly benefit you.