This is my first Fallout game, and I want to go in with the best experience I can. Any tips to have a good time?

Disable autosave, and manually create a new save everytime. Make sure you make that save in a new slot rather than overwriting a previous save. It helped me from having random crashes.

If you're not using mods, some of the enemies tend to be quite "spongy" when it comes to damage. The higher the difficulty, the more they seem like bullet sponges. So if you like pinging at them for a while, bump up the difficulty. I don't recommend playing around with mods until getting an idea of your playstyle, particularly if you haven't modded an older Bethesda game before.

You don't have to immediately follow the quest. There's no real time limit on it, so go out and explore the strange new world. Also, you'll end up stockpiling a lot of items that you think you'll use for difficult encounters. Just use them or ignore them. Most of my playthroughs with any of the Bethesda games I generlaly ignored them as they aren't needed.

To clarify ZyloxDragon's post and agree with it: Do not hurry with the MAIN quest! Your game will be over in a handful of hours that way. The game is railroaded until you are out of the vault but then you are off to explore as you wish.

About Hickory's post: Some dislike Fallout 3 and prefer New Vegas but you cannot know which one YOU will like more before you have played both, can you now.

I thought semirandom exploring the map was the best part of the game.

Create a female character and take the Black Widow perk when you first level up, this gives you some unique dialogue options during the game but most importantly a 10% damage increase against male NPCs. Personally, I don't think any of the other perks available at level 2 are worth taking.

Play it howerver you like, that's the whole point :)

agreed, learn by doing, you really don't need walk throughs or anything for this game, they really ruin the fun of this title.

after a couple playthroughs maybe, but not before that, even then the walk throughs are basically useless unless you want all the bobbleheads or something, but they are NOT required to complete the game.

<3
Couldn't have said it better myself