I think this is the best answer. And there's a lot to white out in this game.
As others have said, the intro to the TES series allowed for smoother rollplaying opportunties - and still, Arthmoor created one of the great mods for Oblivion/Skyrim: Live Another Life. Start the game the way you want. Hopefully, something similar will be created for Fallout 4.
But what is really immersion breaking for me is the really poor writing. Damon Beres (game critic for the Huffington Post) noted "Fallout 4 is to stupid to be game of the year." (http://www.huffingtonpost.com/entry/fallout-4-review_5640abd1e4b0411d3071931c). The story line often doesn't make sense at all. But that should come as no surprise, since there so many elements of Fallout 3 didn't make sense. Armor and weapons lying around for 200 years still works? Ammo still works? Food left lying around is still edible? But these elements have nothing on the writing that, at times, seems like it was patched together for effect with no thought to a logical outcome or realistic motivations and consequences.
And, as others have said, we're kind of locked into it.
That said, I think Fallout 4 is fun for what it gives you: a post-apolcalyptic FPS with elements of SimCity built in. As an RPG, I think it fails: as evidenced by the fact that, 38 hours in, I've managed to spend most of my time buidling settlements.