Getting started in Fallout 3 isn't too difficult, the first portion of the story is done in a similar fashion as Elder Scrolls IV: Oblivion where you start out extremely limited, then slowly gain the ability to perform additional tasks or customize your character.

Birth (a.k.a. Baby Steps

The start of your story where you get to pick your sex, name, and then future appearance. You can change your sex in the Gene Projection tool if you don't like what you first picked.

Gene Projection Machine

Play with it, muck around with the different looks. It's all a matter of personal taste. Two minor spoilers are (a) you will be able to change all this at the end of the first section and (b) it is possible to change your hairstyle later on.

Baby steps

Oh look, it's your daddy. Key things to pickup on here are the use of WASD keys for movement, using the [Left-Shift] key to run/walk, [Space] to jump, [E] to interact with something and [Z] to pickup or drop an item. You can explore here to your heart's content as nothing will happen until you interact with the SPECIAL book.

SPECIAL Attributes

Personally, I find this book highly amusing and done well. The artwork and tone of the book fit in well with the theme of Fallout 3. It explains what the SPECIAL attributes are in a humorous fashion.

To start, all of your stats will be at five, and you'll have (5) points that you can assign to attributes. Note that you can also decrease attributes below level five in order to put those points elsewhere. The primary thing to know at this stage (minor spoiler) is that you should not increase any single attribute past level nine. If this is your first character, I don't recommend pushing any attribute below two or three either. Nor should you push attributes past seven or eight if you're unsure of what play style you're going to use (especially strength, luck and perception).

Strength - The main thing this will affect is your carrying capacity for loot (each point of strength allows you to carry 10 more pounds of gear/items). This limit scales from 160 lbs at a strength of one to 200 lbs at five and 250 lbs at strength ten. It also affects your melee damage, but Fallout 3 is more of a gun-oriented RPG. While you can fight with melee weapons, it requires a fair amount of skill and is harder then taking pot shots at long range. I don't recommend taking this below three as it makes it harder to carry loot/gear. There are also (3) perks that require a strength of four or five in order to take them.

Perception - Perception is all about spotting enemies before they spot you. If you're a run-and-gun type, you may not want to put points here, but for the more cautious and methodical players, bumping this up to 7 or 8 at the start can pay off. For a new player, I recommend 8 points, for a more experienced player I'd suggest only 6 or 7 and then use quests / bobble-heads / items to push up to the limit of 10 points.

Endurance - Controls how many hit points you have. Sneaky players might wish to take a few points out of this, while more daring players might put a few points in. Either way, I don't suggest going lower then 3 or higher then 7 at the start. Three points gets you 160 health to start, five points is 200 health and seven points is 240 health. The perks based on endurance require five to seven points. You may also wish to take roleplay factors into account here. A small wisp of a gal might only put 3 points in Endurance while a big brawny fellow would be a more natural seven. New players should probably not take this lower then four at the start.

Charisma - If you want folks to like you, add a point or two. If you don't care and will mostly depend on "might makes right" then take a point or three out. And you could always carry around pretty clothes for the times when you want an extra point or two of Charisma to get your way.

Intelligence - This is a key attribute as it determines how many skill points you get every time you level up. With an intelligence of three, you'll gain 13 points each level. At five, you'll get 15 and at eight you'll get 18 points. So it's not game-breaking if you don't max this out early. For a new player, this is a pretty good place to invest one to three points.

Agility - If you like the VATS combat system, make sure you invest points here as it will give you more action points. Which means you can, for example, queue up four shots in VATS instead of just three. Points in this will also boost your Small Guns / Sneak skills at the start. If you don't like VATS, feel free to take 1 or 2 points out, if you're planning on relying on VATS for the majority of combat, try to put 2 or 3 points in this at the start.

Luck - Increases the chance of scoring a critical hit in VATS as well as the likelihood of finding ammo/caps in containers. It also has a minor effect on your skills. A good place to shave a point or two if you're not going to use VATS. On the other hand, for VATS users you'll want to leave it alone or even point another point or two into it.

Once you've finished picking your attributes (which can be changed later before leaving the vault), your daddy will come back into the room and give you some more background story.