Plan your character, look at the perks and consider which you might like/need. Make sure your stats allow you to have them.
Dont go guns blazing into every situation, you may miss interesting things. Using your brain will often net you easier/better rewards than shooting everything.
Talk to everyone, about everything.
Make sure you read the text box when it updates, its very useful. If you dont, i can guarantee you will be back here asking questions like
Spoiler how do i get through the rubble in Vault 15?
There is a lot to do in every major location, dont assume that there isnt just because no one runs up to you the second you enter town, and lets you discuss "The Bomb"