I'd almost recommend playing Fallout 3 first, because that game is so generous with skill points. If you have the GOTY editions, you should be maxed out on most of the skills by game end and have a better understanding of how they all work.
I find Intelligence & Strength are the best S.P.E.C.I.A.L.s to focus on if you don't know what the hell you're doing. The more intelligence you get the more skill points you can spread around, while strength lets you carry more. I forget which one adds Action Points, but I can usually fire manually until I recharge, so I'm never that concerned with it.
Perks, I've been hitting stuff like Comprehension (increases points given by books and magazines) and Intense Training (lets you add a point to your S.P.E.C.I.A.L.s). Just separate those in the "would be nice to have" and they "I need that" piles and focus on the needs first. The Mysterious Stranger (or whatever its called in Vegas) is a pretty good one to have, since you get random insta-kills during V.A.T.S. Just make sure you have the requirements for it if you're using it (Intense Training perk until you do).
As for skills. Comes down to your playing style. I tend to hit Science (hacking), Lockpicking, and Small Guns pretty hard. Speech is a pretty good one to shove a few points into since it helps open up new quests. Although snag your magazines and get the Comprehension perk to temporarily boost those by 20. If you enjoy sneaking, then a Sneak/Melee or Sneak/Unarmed combo would work nicely. Just bear in mind that you'll need to grab lots of Stealth Boys (they're like a Predator cloak) because there's a lot of situations where you can't really sneak. It's really more of a fighting game.
I don't find medicine to be that important. I throw a few points that way, but its cheaper to have a Doctor heal you up than using Stimpacks. There's also plenty of food and water in the game that heals you up, so eat & drink as much as possible when injured.
But to start with, I'd make sure you get your Small Guns up to around 50 because they're extremely common at the start. If you enjoy using grenades or want to disarm mines, you'll need to put some points in Explosives. Otherwise, just watch which skills show up in conversation trees and determine if that's something you want to pursue or not.
As for caps, learn how to play Caravan. It's an easily winnable game and you can quickly amass several thousand caps before you hit The Strip. That'll open up more weapon and item choices and let you discover how you want to play the game more quickly.
