New Vegas is absolutely brilliant. It's really badly dated now, the gunplay is hilariously shit without VATS (and tbh so is the melee combat ) but it's still such an enjoyable game. Now that Microsoft owns both Bethesda & Obsidian... I'm hoping that one day a proper "New Vegas 2" sequel (I wouldn't mind the Fallout games going back to their roots with something in the New California Republic, tbh) can be made where it's a Fallout game made by Oblivion. I love Bethesda, I really do... but New Vegas & The Outer Worlds just demonstrate they're much better at making the player choices far more impactful to the story.
Fallout 4 is a much more polished game than New Vegas/Fallout 3 (both are on the same engine, which just feels so... old) and I loved/still love the game. But it did grate me a bit with how they've made a lot of the choices the player has to make: "Yes, I'll do that" "Yes, I'll do that - but I've said it like an arsehole" "Maybe I'll do that if you give me a bit more dialogue, but in the end yes I'll agree to do that" or "No, I won't do that... actually yes I will do that." Still, I ended up loving the game. It's got a good story, the factions are all pretty cool (except the minutemen, bunch of useless arseholes)
Starting with New Vegas though you're starting off with probably the best Fallout game story-wise. And the one with the most potential for each playthrough you have of the game to feel more different to the last. Great game.