When starting, you must observe the first rule of the wastes:
After getting past that, feel free to ask others for help. You'll want to start shoveling shit or harvesting whatever you can for exp/caps. Open a bank account in whatever town you start. It costs $100 but it's worth it. If you get to level 2 without dying, good job.You won't survive for long.
Your next order of business is armor, a weapon, and a tent. You likely won't have the skills to craft guns or even armor, so you're going to need to trade for this with either a player or a shopkeeper. Go for armor first, then a weapon. Once that is in order, get ten brahmin skins together. This is much easier said than done. Killing brahmin probably won't be easy unless you've just vultured yourself a minigun. Check shops often for them. If you manage to finally get ten together, read the next paragraph.
Enter the wastes and find a suitable place to build your tent. This means leave town, go to another square, click the green triangle. Try to go to your inventory and use your science skill on the ten skins. If it works, congratulations. If not, find another square of map. Remember, others can't see your tent unless they follow you from town or you bring them there. The former you have very little defense against. The latter is your own damn problem.