[quote name='munch']So I started playing fallout 3 over the weekend. Does anyone have advice on what to do at the beginning? Like what missions I should do first etc?[/QUOTE]
I suggest not doing any/very few of the main quest missions, and do all of the side quests you can. It really helps with leveling. Also, increase your lockpicking, hacking and speech skills as well as bonus XP perks.
Now I'm in the mood to pick up New Vegas again, after putting it down for a while.