Start with Fallout 1, then Fallout 2, and then Faloout 3+DLC!
Yes, I'm boring. :)
Fallout 3 was my first Fallout game. The first 4 hours was complete hell. It was WAY over my head, and I basically sucked. Now, I'm at 70 hours and I'm loving the hell out of it!
After I got to Level 20 (which was unfortunatly before I could finidh the game, thanks to a side-quest overdose) I now have to wait until Broken Steel comes out in a few weeks.
So, I got the first Fallout. It was the like the first 4 hours of Fallout 3 all over again. Once again, everything was over my head, and I was REALLY scuking! I'm getting better as I go (I learned how to upgrade my stats after I level up. Thank you God) and I'm already at Level 3.