Fallout 3 freezes constantly, there are crazy texture errors like invisible floors/ground, sometimes you'll see these weird flying meshes of color coming out of thin air, fast traveling often causes strong enemies like Deathclaws to spawn right next to you, or worse, Talon Company or Regulators.
Talon company isn't too hard, as for the Deathclaw issue, I view it as realistic. You can't guarantee to arrive at a destination totally safe.
I play the PC version and only have an occasional texture glitch.
Other than that, it's a loving great game.
The Assault Rifle is great, the .44 Magnum is great, the Sniper Rifle is great, the Sawed Off Shotgun is great, and the Combat Shotgun is great.
Keep all of your Pre-War books you find; they are worth a lot somewhere and there are only 90 some in-game.
Don't blow up Megaton; the alternative is Tenpenny Tower, which doesn't have stuff. You have one quest there, and that appears to be all. Do it if you want, or discover Tenpenny Tower without blowing up Megaton and raid it for all it's got (this is also good because you can then get Jericho to follow you).
The West is sparse for locations but has the occasional awesome loot locations; there are also
many types of enemies here, ranging from the cigarettegy Deathclaw and Yao Guai to the one-shot-kill Mole Rats.
...And stay away from Vault 87
(above ground), it will kill you in an instant.
It's a great game IMO, very realistic and awesome.
Any other answers, regarding locations, weapons, enemies, quests, etc etc can be found
here.