The thing is, Fallout 3 is more of a Bethesda game rather than a Fallout game. New Vegas, instead, is a lot more like a Fallout game rather than a Bethesda game.

I think people that were expecting a Bethesda game are disappointed, simply because New Vegas focuses on everything except exploration(for the most part).

EDIT: Or, you can just find a Stealth Boy, completely ignore the initial direction the game points you in (bad move, imo - have a little patience), take the road directly north from Goodsprings to Vegas, and if/when you come across the Deathclaws fire up your Stealth Boy and sneak past. Welcome to Vegas - game opens up.