When I first talked to Moira I accepted the super-duper mart quest. I'm just lvl 3 and got no really good equipment and it wasn't easy, had to use lots of stimpacks to kill the raiders. Any lvl suggestion for the area? Can I change to another quest, i.e radiation? Thanks.

You can freely jump between any quests you want. There is no need to keep pursuing a quest just because you started it. You can come back when you are ready. For the supermarket you might want to gain a couple of levels but seeing as you already completed it... I don't think you can change to radiation until you have completed the one you already selected for her though.

Well I just cleared the big room, reloaded anyway

Is the combat supposed to be so hard? Even with assault rifle I had to use lots of vats on a raider. Not sure I do it right.

It'll get easier once you level up and improve your skills.

At level 3, you probably don't have the weapon skills (30-40 would be good for taking on Raiders) and you may not be using your explosives to soften up the opposition. Half a dozen frag grenades can easily tip the balance. A sneak attack with a grenade on a cluster of raiders leaves you with either nothing but body parts or a pack of raiders who are pretty much walking wounded and near death.

And you may not have the science or lockpick needed to get everything from the Super Duper Mart.

Work your way up and down the Potomac river that is in front of the Super Duper Mart. At level 3-5, you're going to be really weak and you need to pick your fights carefully and know when to run away. I generally stay within sight of Megaton until level 4-5, no more then a few hundred meters away at the max. With frequent trips back to sell loot or check for more ammo at the vendors. So I'll hit up all the outdoor locations where enemies spawn, then rest for a day or two, then do the loop again.

Ok thanks for the suggestions, I will try it again or lvl up some. I think I have 35-40 small guns.

Regarding vats, what distance should I use, should I run up closer to enemy to get higher hit %?

Try to sneak so they don't see you. You do a critical hit every time in VATS when you're sneaking and be sure to loot everything.

The school near Megaton is a good first focus.

I completed the mart at around lvl 4, wasn't so hard this time. Think I had accidently removed my armor the first time I tried

Pfft I always do super duper mart first at level 2 no joke. But then again, I'm in generally good at this and have had previous play throughs but still.