They wake up to a different world.
Their family is gone.
Their friends are gone.
Even that [censored] from Vault Tek who thought it was necessary to bother you before you had a chance to enjoy your first cup of coffee of the day is gone (Ok, not everything turned out for the worst).
All I am saying is let the poor protagonist have a week or two for the shock to wear off before you send him/her out on the prowl.