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2 of 7: After exiting Vault 101, immediately follow your quest arrow to the town of Megaton.
3 of 7: When you enter, talk to Lucas Simms and get the "The Power of the Atom" misc. quest. After selling off any excess junk you brought out of Vault 101 to the various local merchants, finish the misc. quest, taking the option of saving Megaton so you'll get a house of your own right there.
4 of 7: After clearing out your inventory more by storing stuff in your new house's containers, do the Megaton Tour, stealing as many things as you can. Sell what you want to get rid of, store the rest in your house, then go to Springvale and do the Springvale Tour and Springvale School Tour.
5 of 7: After dealing with all the new loot, get the "The Wasteland Survival Guide" quest if you haven't already, and do most or all of its first six tasks. Also, use my World Map and its component zone maps to help you find places near Megaton and Springvale to discover and loot, using the Exploration Tips as you do so.
6 of 7: Before too long, you should explore your way over to the west edge of the western section of D.C. ruins. Discover a few locations that are next to the ruins' borders, then see the D.C. Ruins Interior Regions info to learn how to get into each interior ruins region and set it up for easy fast travel. Doing this will be *very* handy later on for several main quests and misc. quests, and you can get lots of XP and loot from all the underground metro areas.
7 of 7: Other fairly early goals should include getting Dogmeat to join you, going after all the Bobbleheads, finding lots of Skill Books, doing other misc. quests that get you useful and unique rewards, and so on. You'll have to decide what to do based on what you want or need the most at the time.