Sweet! This is an easy one!
1) Simply add an X Marker Heading where you want the player to first spawn.
2) Give it a unique REF ID
3) Go to the quest that initializes the start of the game. I cant remember what it is called in NV but in F03 or Oblivion it was just called CharGen
4) Go to the first quest stage.
5) edit the line that says "Player.Moveto (Whatever the REF ID is)", Replace the REF ID with the one you created for your X Marker Heading.
Now when you start the game the CharGen quest initiates and checks the result script and sends the Player to the new X marker heading.
Good luck

- Shadowform