I'm taking you haven't played the game or you skipped past all the dialogue. The first 5 minutes basically explains almost everything.
Fallout Wiki has this summary
The Courier, the player's character, was meant to deliver a package to Primm. However, the Courier is then assaulted by the Great Khans and Benny, who stands in front of the Courier with the Khans cornering him (who is on the ground), holding the platinum chip in his hand. Benny says, "Look's like this is going to be your last delivery, kid." and then proceeds to shoot the Courier. The camera zooms out, and a Khan can be seen digging a grave for him. The Courier is later found by a robot named Victor, and is sent to the settlement of Goodsprings, where Doctor Mitchell saves his life. After the Courier is given some medical tests, The player has the option to recieve training from Sunny Smiles. The player is then pushed back into the open world, and the quest, Ain't That a Kick in the Head, begins. Fallout: New Vegas will have a definitive ending, just like Fallout 3.[2] There are multiple endings. Which one of these endings you obtain depends on your levels of Karma and Reputation.