I went to Vegas on level 1 and talked to Benny & Yes Man before I talked to Mr. House. Does that remove any possible quests and part of the main story, that I could do if I talked to Mr. House first resp. if I talked to Benny/ Yes Man at a later time?

Nah you're all good. You can make it so you dont even meet mr house until you go to the Fort (where the legion is), mr house will have a changed dialogue saying that he wished to meet you sooner, but regardless you are where he wants you in the end so he doesnt care.

But no, you arent missing out on anything. You can change the order up quite a bit for the main quest with no real impact besides the order you do it, and minor dialogue changes.

You dont start "missing out" on quests until you get the quests "Dont tread on the bear" and "Beware the wrath of caesar", at that point, if you continue working for whoever you were working for, you lock yourself out of the other factions for the purposes of the main quest. Just keep that in mind (if you dont know already) that for the main quest, the ultimate end game is either siding with Mr. House, Legion, NCR, or Yes man (which is yourself, or anarchy).