Can you guys give me a tips or pointers for a first time playthrough?

Agility is all about combat. The penalty for not having enough strength to wield a weapon is really high. Don't expect to be rolling in caps your first playthrough. Also, don't expect to find plenty of energy weapons or big guns early on. Especially in your first playthrough since you don't know where to look. When you go to the map, click anywhere and you will move there. No need to know where locations are to fast travel.

Oh and go to the options first and change your combat speed. It can be real slow on default. And change your default speed to run. That way you only need to hold shift if you want to sneak.

...And if you didn't buy the games through GOG.com, remember to patch them with The Unofficial Patches found on the 'No Mutants Allowed' site and Killaps homepage.