Open world doesn't mean you get to go anywhere at early levels and have a cake walk. All FOs have been open world and all but 3 were filled with areas that would own you if you were low level. Secondly, there is nothing north of Goodsprings that can "break" your character as you have nothing to repair any of those items with until much later. Lastly, how "broken" can a character even be when there are places that aren't leveled? There's always challenge somewhere.
When leaving the Ratway? Sure. When talking too him in his room? Nope. A creative writer would have left a journal on him so if he were killed later there would be a way to continue. A creative writer would have many avenues and NPCs to get information for the main quest rather than one. You can kill everyone you meet in NV and still continue the main quest you just have to explore and talk to people.
To the 1st part Open World, usually means Open World although there are areas that are suppose to be stronger, Deathclaw Sanctuary and Old Olney are examples from Fallout 3, Dwemer Ruins and Falmer caves are another example from Skyrim and usually high mountian areas in Skyrim I'll find Frost Trolls which are death sentances at low levels but New Vegas, due to where you start you don't have a lot of options at the beginning, it's usually North where I can take my chances against Cazadors or Deathclaws but if I'm able to get by them I can make the southern part incredibly easy. If I head South I'll fight enemies around my level, if I head east I'll start encountering Super Mutants and RadScoripons, I have no Problem with the mutants they are suppose to be there and that's a high level area. Those 3 directions don't offer me a lot, I certainly have a huge amount of flexabiliity as to what I can do but as to where I'm going it's limited.
To the 2nd part, that takes time and data, not to mention that Beth would be wasting money on hiring Max Von Sydow in the 1st place if people could prematurely kill Esbern.