As far as which areas to avoid early on, a couple of NPCs hinted at staying away from DC proper. In fact, after exploring quite a bit last night, your best bet is to stay on the Vault 101 side of the Potomac until you level up. I sort of wandered through the subway system (which is a whole world in itself), armed with only my bb gun, knife, baseball bat and crowbar, and lived to tell about it! Luckily, I saw the hint for fast travel and didn't have to cover all the same ground to get back to the beginning.
When I first started playing, my thoughts went from 1) wow, what a great start, and an ingenious way to develop your initial character, to 2) this is too freaking hard and frustrating (of course, I did get lost) to finally 3) this game not only lived up to its hype, but exceeded it IMHO!
Bourbon - this is not your average RPG, but does have enough elements to classify it as such.
Also, this game replaces Bioshock for atmospheric eeriness ...... it makes Bioshock feel like a Disney flick! There were a couple of times last night that I literally jumped out of my seat, lol.