I bought Fallout 3 on steam, and so far I have been having this bug. When I close the window to my Desktop, for checking my email, when I try to get back in the game, the window doesn't open again, which forces me to close F3 and start it again. Is this a common bug or am I doing something wrong?

Games, very many of them, will do that when you exit them incorrectly. You must PAUSE the action; it doesn't handle minimizing at all well. Go to a menu, wait for it to load, and then you can minimize.