One of the nice things about Fallout 3 is that, other then the main quest, there's very little that tells you where to go or what to do in the early levels. Now, at level 2, having recently arrived in Megaton from Vault 101, that can be a bit daunting. So here is a list of activities and places that you'll probably want to do/visit:

  • Talk to Moriarty in Megaton, get the quest to go talk to Silver down in Springvale. Good for a bit of karma and caps (money) as well as a bit of loot.
  • Talk to Moira Brown and start the Wasteland Survival Guide quest chain. The radioactivity task is an easy one to do right off the bat. After that, going to Minefield is a reasonable destination, if you can dodge the enemies along the way.
  • Talk to Lucy West in Megaton, then go deliver her message to Arefu. Note, you may want to wait until your Medicine skill is at least 30 (and it can work better if you have your medicine skill at 75 or even 90).
  • Patrol the outskirts of Megaton, staying within sight of the walls every 2-3 days. Kill molerats, dogs, and look for hidden caches or explore the farmhouses within sight of Megaton.
  • Take on the raiders that live on the overpass to the northwest of Megaton. There's lots of room to run away and it teaches you a good bit about combat and not getting overwhelmed.
  • Go down and explore the river banks east of Megaton.
  • Explore the outside of Springvale Elementary school or the outside of the Super Duper Mart.
  • Try exploring the Super Duper Mart as part of Moira Brown's quests, you'll want a Science skill of at least 15.
  • Go inside Springvale Elementary School, you'll probably want to be at least level 4 or 5.
  • Head west from Megaton over to Jury Street Metro Station, check out Gold Ribbon Grocers (which is worth a gander) and poke around Hank's Electrical Supply (carefully). There's also a few abandoned houses here as well as a radio tower that can be turned back on.
  • You'll also want to go down into the actual Jury Street Station after level 4 or so.
  • Another place to visit (even if you don't go to Arefu) is Northwest Seneca Station which is roughly east of Arefu across the river. There's a grocer that is worth exploring as well as a metro station that can be dealt with at low levels.
My usual route at low levels is a combination of all of the above. I'll start by patrolling around the outside of Megaton, staying within 50 meters of the walls as I hunt molerats and dogs. I'll also head east down towards the river and check the ruined boats and docks. Dealing with Silver in Springvale is also something I do at level 2.

Once I get to level 3, I start to expand out a bit more. I'll head up the hill west of Megaton, maybe visit the raiders at the NW overpass, and do wider circles around Megaton (100-200m).

I generally leave Springfield Elementary School for level 5-6 and usually don't go down to the Super Duper Mart until at least level 4.

The other path that I'll take is to start working my way west over to Jury Street Metro Station. I'll hit up Gold Ribbon and the underground metro station, but usually give the electric store a pass until later. Then I head roughly northwest to the VAPL-58 power station. Which skirts me around some nasty things and places I don't want to go yet. After leaving VAPL-58, going northeast will take me under Arefu and over to Northwest Seneca Station.

Once I have Jury Street, VAPL-58 and NW Seneca uncovered on the map, it offers me a trio of semi-safe locations that I can fast-travel to when leaving Megaton. There's still the chance of being ambushed when you do this (Jury Street is notorious for it), but it lets me skip the tedious wading through endless packs of molerats and dogs. (Note: I'm playing with Mart's Mutant Mod or MMM, with increased spawns.)

After NW Seneca station, there's a whole bunch of locations northwest along the river valley (west or northwest of Paradise Falls) that can be good places to visit. Places like the MDPL Mass Relay station can be a bit rough and you'll need to steer clear of Roosevelt Academy (you'll want to revisit these after level 10). Easier locations are Silver Lining Drive-In, Drowned Devil's Crossing, WKML Broadcast Station, and Dickerson Tabernacle Chapel.

Around the north side of Paradise Falls, you can try your luck at Montgomery County Reservoir and Broadcast Tower LP8.

Other options before level 8 are Mothership Zeta (DLC) which is fairly easy at level 5-8 or the Pitt (DLC) which can be done also at level 6-8. Personally, I'm not a fan of MZ, and mostly run through it as a way as it results in a very large collection of weapons and items that can be sold off over the next half a dozen levels. The Pitt, on the other hand, is a very good DLC expansion pack with a good storyline and good rewards for lower levels.