Also worth remembering is that unlike Oblivion the enemies don't keep leveling up parallel to you characters current level. Instead the game sets an enemy's level to match your current level when you fist encounter them (so fights are not too easy), but it then fixes those enemies levels based on that initial encounter. So if you come back and fight them again later they will still be the same, regardless of how much more you have built your character up, so the fights will then be easier. Makes the game much fairer than Oblivion was.

There are lots of cool stuff to discover in Fallout 3, so you've a lot to look forward to. I won't mention many of the interesting quests or locations here in case I'll spoil the fun.
Very true, and I think many people are missing most of it because they just plow through the main quest and once complete mark the game as finished and move on. So much of the main map isn't used for the main quest, so loads of locations and events are never seen unless you explore and experiment.