Am I doing something wrong if creatures/people are taking 3 point blank shots to the head and then running away or continuing to attack?

I don't remember stuff being this difficult to kill in Fallout 3, this is ridiculous and beyond unrealistic...

What difficulty, what gun, what target. NEED DETAILS

Sorry, my bad.

Gun doesn't seem to matter, but with the 9mm, rifle, laser pistol, etc. powder gangers and ghouls take 5-6 headshots or more to down. I've got lots of points in both guns and energy weapons (30ish).

Guns do matter, what difficulty and what ammunition are you using?

If you've got crap damage on your weapon and they are wearing armor, you will indeed be in trouble.

When you shoot them, do you see a shield appear next to their life bar? That means you're not doing enough damage to get past their DT, and not doing much of anything to them. Also if your guns are in poor repair they do much less damage.

Use AP ammo to punch through armor, and use HP for unarmored targets (Heads without helmets) and remember to keep your gun in good repair.

30ish points is 1/3 the maximum so you do minimal damage. It also means that your weapons are probably deteriorating. You probably don't have any weapons perks.

So all-in-all you're doing pretty good downing something in 3 shots. If you are using VATS you are probably doing less damage per shot than freehand. Also some guns aim is off in VATS.

Don't expect to be a runnin' and gunnin' machine in the early game. Pick your fights, get a companion and choose your perks to fit your style.