Dartpaw86: I have no idea how to fight unless I have a gun...
Sorry I didn't go into more detail when I replied before. I happened to be in a hurry. Also, the advice you're looking for concerning melee combat is widely available with a little searching. That being said, I'll give you a few pointers to get you started.
First off, you need to pick a single combat style and stick to it until you become powerful with it. So if you want to be a melee weapon fighter, pick Melee Weapons as a Tag Skill at character generation and put points into it every time you level up until you get it above 100% (at least). Do not try to divide your points between Melee Weapons and some other combat skill like Small Guns. There will be time to do that later if you want to.
Second, there's nothing more important for a melee fighter than Action Points. Obviously you have to get close to your enemies to attack them, so being able to move as far as possible in one turn it paramount. You need to start with high Agility (probably 9, since there's a way you can raise it to 10 later in the game). Even 10 Agility isn't too much, though. You're also going to want to prioritize Perks like Bonus Move (the best Perk for melee combat - don't forget you can select this more than once) and Action Boy.
Whenever possible you should end your combat turns standing behind walls or objects and make your enemies use their turns to move toward you rather than you moving toward them. If possible, move, attack your enemies, then move back behind cover.
Finally, the holy grail for close combat characters is the Slayer perk. Look it up in the manual and make sure you spend your character points in a way that will allow you to take Slayer ASAP. It automatically upgrades every hit you score in melee or hand to hand combat to a critical hit, which means you're going to be almost unstoppable once you get it.
Hope that helps.