How I build my character:
For special:
Get 9 intelligence, 6 for strength (you can get +1 from a quest, +1 from a bobblehead and +2 from power armor), 2 for charisma (you really don't need it), 5 or 6 for the others (maybe 7 for agility).
Skills:
Invest in Repair, Small Guns and Lockpick at first, they are really the key skills at the start of the game. (Science is less necessary, you'll need lockpick way more often).
30 for Explosives can be useful for an early quest, but unless you really like grenades and mines, leave it at that for the time being. About 40 for medicine is good (don't forget to get the bobblehead in Vault 101).
I usually don't bother with Melee and Unarmed. Sneak only gets effective above 50, but can be very useful. Speech is useful too, Barter less so. I usually roll in the caps anyway. Energy Weapons and Big guns can be goals for later in the game. Energy weapons only really becomes useful once you get access to plasma weapons.
Perks:
Get:
Gun Nut - Nice skill boost for useful perks
Thief - I like Lockpick and Sneak
Comprehension - There are lots of books around. More points is better
Educated - Again, more points is better. Get this!
Commando - Very decent VATS upgrade
Strong Back - More carrying strength = more loot = more caps
Finesse - Criticals are your friends
Silent Running - I like sneaking
Sniper - I like headshots
Action Boy/Girl - More VATS points is better
Better Criticals - Better criticals is better
Grim Reaper's Sprint - Just keep on killing!
Don't get:
Swift learner - Unless you want to do a speedrun it's a waste
Lady Killer - Most enemies are male, the speech options really aren't worth it
Rad resistance - Unless you like swimming and drinking polluted water
Here and Now - Like Swift Learner, a total waste
Nerd Rage - Getting better at melee when close to death really doesn't help much
Adamantium Skeleton - Only real damage to limbs is from explosives, which you don't run in to too often. Just watch out for mines
Master Trader - Do you really need even more caps?
Computer Whiz - Just save before hacking...
Infiltrator - Just save before picking a lock...
Other than that, just go and explore! Have fun!