My hypothesis is that your a courier and you get shot in the head by the Enclave. Yes they are there it shows either a Brotherhood of Steel Member or the Enclave.
The guy in the teaser video is affiliated with the New California Republic, which has nothing to do with the Brotherhood or the Enclave. It's also unknown if he is the one who shot you or not.
The Cowboy robot well with it in the television is the enclaves on the teaser.
The Cowboy is actually (more than likely) the New Vegas version of Pipboy, just as Sunset Sarsparilla is more than likely going to be New Vegas version of Nuka-Cola.
But what be nice to get a mutated horse or something to ride as in Fallout 3 is modified off of Oblivion's game engine. It would be easier that way than a vehicle. In the original Fallout they had vehicles. but Fallout 3 was still sweet. Hopefully you can buy a pack brahmin to carry some of your load and it is upgradable.
Mounts are (99.9% likely) not going to be in New Vegas, as New Vegas is basically going to be one huge mod of Fallout 3. There's always hope for Fallout 4 though. And the horse controls in Oblivion were pretty clunky. If they do bring back horses, hopefully whoever designs it creates smoother controls.