


While traveling in the wasteland, save before you leave a safe location, and then save often (ideally in a different slot than your "safe" save). Once you have a few levels under your belt, you'll be better able to handle yourself against the random encounters of the wasteland, and you can do a bit more exploring. If you do all/most of the sidequests, you'll level up enough to be ready for the next plot mission.

Generally, the game will take you to places that you can handle, and then give you quests you can handle while you're there. If you're just starting out, I suggest following the main quest until you reach a city (like Megaton) and then explore that city for side quests.
