I recently tried to play through Oblivion complete edition (from Steam) but got 0 stability. I tried modding, reintall it several times and when nothing worked I just quit and did not bother with the game and probably wont within 1 year now. Soo many hours wasted.

And becaus Fallout 3 + New Vegas are related to it/have same engine. I'm a bit worried again.

But I just couldn't handle it, I recently bough New Vegas (the complete package/all dlcs) on GoG becaus I loved this game back when it was new (not realese day new though as that one was a unplayable buggy mess). Soo my question is, how do I make this game work (Running Windows 10, NVIDIA graphic card)?

I'm a bit new to GoG. Mainly use GoG to buy/play games that arn't aviable elsewhere (Like HoMM 3 Complete Edition) or have cheapest price. Soo I don't know what GoG give me or what GoG "fixed" with the game. What do I need to download, what do I need to change to make this game work?

Given that I have a windows 8 I can't help with anything regarding windows 10 specifically.

On win 8, running the program as administrator or trying various options of compatibility settings usually helps.

Bethesda's games tend to have very sensitive load orders.

Did you try rearranging the load order of the mods you used with a mod manager (e.g. Nexus Mod Manager)? Game crashes due to load orders were a real pain with Oblivion.

Did any of those mods require additional programs (OBSE for Oblivion, FOSE for Fallout 3, NVSE for Fallout New Vegas)?

I can't quite tell if the blame lies in win 10 or mods from your initial post.

GOG is usually better with older games. They usually try modifying them for modern OS. I also have a Windows 10 PC and recently bought Fallout New Vegas Ultimate Edition on GOG and so far I have been able to play it without any problems or having to add any extra mods.

I would have gotten Fallout 3 on GOG as well, but I already have it on steam and on Xbox One and didn't want to buy a third copy on GOG. I had to add GFWL though to make Fallout 3 GOTY edition playable on steam. You don't have to do this on
GOG, since they already removed the need for that here.

Thanks for your comment on Oblivion. I already have the GOTY edition on my Xbox library, but I was thinking of getting a copy on PC as well so I can add mods, and it seems that the GOG version would be the best one to use.

Obvious question: What drive and directory did you have Oblivion and Fallout New Vegas installed into?
With how Windows behaves, it's best to have your GOG games directory, not on drive C.
Absolutely do not ever have your GOG games directory under C:\Program Files, or C:\Program Files (x86)
If you've done either, uninstall all GOG games.

Fallout New Vegas stuff.
1. create 5 directories on drive D.
a. GOG Games. This is the top level directory where you install GOG games to
b. GOG Downloads. This is the top level directory where you download GOG installers and other files to.
c. Nexus Mods. This is the top level directory where you download mods to, for install.
d. In the GOG Downloads directory, create a Fallout New Vegas directory. This sub-directory is where your Fallout New Vegas downloads from GOG will go.
e. In the Nexus Mods directory, create a Fallout New Vegas directory. This sub-directory is where your Fallout New Vegas downloads from Nexus Mods will go.

2. Download the Fallout New Vegas installer files, from the GOG store page, in your web browser to your D:\GOG Downloads\Fallout New Vegas directory.

3a. Download the Fallout New Vegas mods, from Nexus Mods, in your web browser to your D:\Nexus Mods\Fallout New Vegas directory.
3b. Unarchive the downloaded mods.

4. Install Fallout New Vegas to D:\GOG Games\Fallout New Vegas

5. Launch the game once to let it do initial configuration

6. Install mods

7a. For normal gameplay from now on, launch the game from Fallout Mod Manager, and not the default game launcher.
7b. When you want to collect your GOG Achievements, only then launch the game from the default game launcher. Idle for a bit in somewhere quiet and don't save. That will give GOG time to catch up with the game.

Links and personal opinion notes

Nexus mods Fallout 3
- Fallout Mod Manager - https://www.nexusmods.com/fallout3/mods/640
This works for both Fallout 3 and Fallout New Vegas

Silverlock.org
- New Vegas Script Extender (NVSE) v5.0 - http://nvse.silverlock.org/
Heaps of mods depend on this

Nexus Mods New vegas
- BOSS Userlist Manager - https://www.nexusmods.com/newvegas/mods/44745
Organize your mod load order

- New Vegas Configator - https://www.nexusmods.com/newvegas/mods/40442
Fallout New Vegas configuration tool

- JIP LN NVSE Plugin - https://www.nexusmods.com/newvegas/mods/58277
NVSE extender

- Yukichigai Unofficial Patch - YUP - https://www.nexusmods.com/newvegas/mods/51664
Unofficial patch, to fix a lot of bugs in Fallout New Vegas

- MTUI - https://www.nexusmods.com/newvegas/mods/34902
Improves the user interface.

- Dynamic Quantity Prompt NVSE - https://www.nexusmods.com/newvegas/mods/42274
Makes it easier to manage buying/selling and storing piles of stuff to/from your inventory.

- Weapon Mods Expanded - WMX - https://www.nexusmods.com/newvegas/mods/39651
Expands and extends the available mods that can be installed on weapons.

- Using the console doesn't disable achievements - https://www.nexusmods.com/newvegas/mods/59133
Controversial, but in my opinion well worth installing.
Bethesda coded Fallout New Vegas so a player who used the command console for ANY reason, would have Steam Achievements for Fallout New Vegas stopped, until reverting to an earlier save from before needing to use the command console. Any reason. Even using it to create a custom named save would have all gameplay from that named save onwards, be blocked from earning Steam Achievements.
Bethesda also blocked all Steam Achievements for Fallout New Vegas for anyone using mods. Any mods at all. And if your save point was made after the block was enacted on your game play with mods, then the no Steam Achievements for you, was permenent, until you removed the mods and restarted playing from scratch.
When Fallout New Vegas came to GOG, the Achievements came as well, along with their blocking.
This mod developed for Fallout New Vegas on Steam, terminates that blocking behaviour. You can now earn your achievements no matter how many mods you have installed, or how much you use the command console. it works just fine on GOG.

- Goodsprings Player Home Mod - https://www.nexusmods.com/newvegas/mods/63259
A decent starter home for the player.

Hope this lot helps.