It's about a mysterious stranger (The PC) wandering the wastes in search of answers to his quest and on the way help or mess crap up for people.
That's how the developers want you to play. I rarely play to the character design wanted by the developers. Like in Fallout 3, I never cared about finding James, I only wanted to join the Brotherhood. When I get Fallout 3 on PC and started again, I instantly gave myself power armour and some weapons, just so I could RP always being in the Brotherhood.
With New Vegas, I never played as a courier. All the characters I have are part of a faction, except for two. The first thing I do is try and get the armour of whatever faction I want them in as soon as possible, and roleplay it as I was always with them.
And I've always wanted a situation where I could roleplay as a Town Guard, but the closest thing is that one shootout in Goodsprings. I love this idea. I think it be a great feature, as long as building buildings wasn't instant and took a few in-game weeks.