It's not really much of a challenge at all, a Courier can be a sound option or reason to travel into the wild region known as the Mojave, delivering packages, getting payment, beginning again from your old past. Hell I even managed to make a great backstory of a Military Heavy Trooper trying to get away from his demons, only to eventually come back and face them finally in the Mojave. Overall it's just a small speed bump in comparison to Skyrim.
Plus you don't have to live in the local area to be a Courier. Couriers back in the day got packages from the local region they're in,saddle up, trek across states to finally enter another region, deliver it, and from there, acquire a package from the local Courier system, and continue from there. A Courier that stays in one place is usually either a Courier doing bad business, doesn't care about the big money....or is dead.