You should have gotten Fallout 3. Unless you have a patch or used to glitching / freezing, you're going to have a hard time with New Vegas. Both of the Fallout games for the next generation consoles are really good however. My best advice to anyone playing either Fallout 3 or New Vegas for the first time is 2 things:
1) Be patient. The games are long and you're going to get killed several times to begin with but once you understand what to do, you should be fine. When I first started playing Fallout 3, as soon as I gotten out of the vault, I appeared in random locations and it took me a week to figure out but afterwards I started to enjoy the game.
2) Take time to level up, explore places, do side quests. It's a long game so you might as well take time, it might pay off later on in the game.