In the original Fallouts, the onus is on the player to decide where to go, who to talk to, how to solve their problems.
The world is happening around you, and suddenly you're embroiled in a police drama, getting a confession, or wiretapping someone's bookshelves. If you help, the mayor thanks you, and asks for your help fixing Gizmo, the guy who's been trying to kill you. As you're asking around, someone walks in, and starts shooting up the place. You walk into Junktown, and ask around for the person in charge. And once you explore and find out that Vault 15 is all collapsed and destroyed, you have a starting place to ask around for where to go next.
If you go to Vault 15 straightaway, you'll need a rope, but now you have an idea of where you could go to get one. It's presented naturally, in a way that lets you explore and decided where to go. You can either stop in and see what it is, or go straight to Vault 15, but it's your choice. But on your way there, you find something in your way: Shady Sands. When you leave Vault 13, you're told that Vault 15 is over to the East, go check it for a water chip. Personally, I feel like Fallout 1+2 really excel because they make exploring the world a natural thing, something that rewards the player for their choices.
