If your entry into the Fallout universe came with Fallout 3, you have a lot to learn, son. The game's unique retro-futurism, open-world immersiveness and endless playing options began with Fallout, and continued through both Fallout 2 and Fallout Tactics: Brotherhood of Steel. All of these older Fallout games are available now through Steam, for only $19.99.
If you are/were into Fallout 3, you owe it to yourself to check out one and two. All three of the Fallout games I've played are awesome in my eyes (haven't had a chance to play "Tactics"), but many, many old-school Fallout fans regard the third game as the worst of the series.
I disagree, but in some ways they have a point -- Fallout 2 did have more open-feeling quests, fewer "guidelines" to make sure you got to the right place, a bigger map and a more organic feel to a lot of the NPC encounters and locations than the third game in the trilogy. Fallout 3 was a lot more fun and it's 3D, though, so I quickly stopped caring about that other stuff.
Either way, you should download and play these games. If you can put up with an older-school interpretation of the RPG genre, there is a lot to love about these titles. And you'll get to decide whether they're actually as great as some people think, or if those people are looking at their gaming past with rose-colored glasses.