First off, to countermand the dikes in here going 'questlog!' and 'YOU'RE SUPPOSED TO...', ignore them
It's STRONGLY recommended you do the 'U turn' because the pass north is filled with dangers such as Cazadore and Deathclaw, which by the time you reach Level 20 (Or even 10 if you get good enough) are basically dust bunnies. But for now, the best advice is to listen to all the dialogue when people talk to you, it contains useful tricks and tips on how to survive. In the words of Ulysses, 'Eyes upfront, keep your eyes on the road ahead'. New Vegas can be a little tough for newbies, but hey, we all start off a game as a newbie somewhere right?
Also, New Vegas isn't a shooter, it's an RPG, so what does that mean? You can build a character to your play style. Me? I mainly use a character that uses speech and barter than a gun. You however might prefer to let your 10mm Pistol do the talking. New Vegas is your game, play it your way.
Edit: Also, if you're using hardcoe mode, learn to scavenge animal parts like Gecko Meat, beef up your Survival skill, and learn to use campfires, those will become your best friend. If you like to use guns, so will learning to use reloading benches
Edit 2: Use http://fallout.wikia.com/wiki/Fallout:_New_Vegas_crafting and bookmark that website, there's a phrase around here 'The Wiki is your friend!'. Why? Because it is literally a free and highly detailed guidebook.