Welcome!
FYI, I'd strongly suggest adding the DLC< especially Broken Steel, in order to have a level cap at 30 rather than 20 as well as a certain other change that may annoy you without it (avoiding spoilers here).
For Skills/SPECIAL, high Intelligence is very important (for skill points per level) as well as high Luck (for bonuses to everything as well as some of the most important Perks). Don't take anything higher than 9, though, as SPECIAL Bobbleheads give +1 to each associated SPECIAL.
Generally, I'd suggest tag skills with 1 combat, 1 assistance (Science is far more important than Lockpick due to the fact that various Perks rely on Science but no Perks rely on Lockpick), and the last one being what fits your playstyle and character concept.
For Perks, it's generally a bad idea to take any Perk that simply adds +5 to Skills because you won't need the points and the Perk is wasted once the Skill is maxed. Aside from that, choose Perks that support your character concept and playstyle, as well as preferred Skills.
As for exploration and development of character, I strongly advise avoiding going indoors/underground as much as possible until your character is mostly developed (i.e., mid-game). The same applies for doing quests (some of them take you on rather long routes). There's really no need to follow specific quests early anyway since you do not know the world and need to explore in order to gather information about various locations and understand how to survive outside of the protected Vault 101. One exception: Moira's Wasteland Survival Guide is a very long series of quests that will take you to a lot of places as well as give a few rewards, so you can start it and pursue it as you like. Don't expect to finish it until midgame, though.
Listen to the radio, especially the announcements about the world that Three Dog offers. This will tell you information about various factions as well as events and locations even if you have not actually gone to a specific place or met certain people. This also applies to some of the Enclave radio broadcasts since President Eden will sometimes offer information (e.g., rundown of various factions in the Capital Wasteland).