Not as fun as Fallout 3
If you haven't played fallout 3, I suggest you play that game instead of new vegas.
New vegas is the type of game that is almost fun but never quite gets there.
The story is very boring, basically someone shot you and ran away with your chip so you spend a good part of the first 20 hours asking around who shot you so that you can go and get yourself shot again. Now I understand there are a lot more to fallout than the main story line. In new vegas, like the other fallouts, there are many sidequests both official and unofficial.
Maybe I just have been unlucky and stumbled upon the boring sidequests but my god the ones I found were pretty dull. One sidequest, you hunt for a cloaked mutant that has been killing cows.... For me, this just seemed really dull and uninteresting.
Now there are some really interesting quests I stumbled upon early game which were made annoying by the difficulty. One quest was that at the very beginning of the game, someone tells you about a dig site overrun with deathclaws. I thought hmm finally something fun to do. The minute I stepped in, I got slaughtered in literally 2 hits. I guess this quest is something meant to do late game. THEN WHY THE HELL DO YOU ENCOUNTER IT EARLY GAME.
Another potentially fun but super hard unofficial quest is to investigate a vault. One of the characters you encounter early on tells you about a vault and gives you the location. I went there with 22 stim packs and hundreds of bullets, body armor and got utterly slaughtered by the seemingly endless ghouls there. I guess another location meant to be investigated late game. I ask again though, why the hell do you tell me about it early game.
Of the quests at least so far that I have encountered in my 15ish hours of playing, most of the doable ones are boring (hunt a monster that kills cows....great...), and the interesting quests/locations you learn of (e.g. monster lair, zombie vault, robot factory) are near impossible to explore early game due to your low level and poor items.
In summary there are a lot of interesting quests and locations even early game, however apparently all the fun things to do weren't meant to be done until late game and until then, you are tasked with completing boring fetch quests such as buy parts for a rocket from a storekeeper or hunt down a monster that kills only cows.....
Now I hear the game gets more fun mid game about 30/40 hours in when you are at higher level with better equipment and encounter more interesting quests but the slow pace early (10-20 hours) game really killed it for me.