Ok so I enjoyed Fallout 3 but my first time on NV I absolutely hated it. Mostly because at the start it felt like TOO MUCH of an open environment with very little quest guidance aside from the arrows on the compass. This right off the bat kind of discouraged me from getting into the main character role. Any suggestions on how to make the game more enjoyable to play?

Did you talk to the bartender lady in Goodsprings as soon as you start? She paints a good picture about your attackers and where the were headed. Gives you a good run down on the Mojave's current situation too.

How far did you play the last time you tried New Vegas? I'd recommend going south first, not north from the start. Sticking to the highway early on isn't a bad idea either, when travelling. If you follow the main quest line very early on, you will encounter good side quests in each town you pass through.

Funny thing is that a lot of people complain that New Vegas is too linear with guiding the player with quests in the u-turn.

Anyway, roleplay. It makes the game tons more fun.
Or try a Dead Is Dead, which means that when you die, you die, no reloads, one life per character.