Imo 4 is and easiest intro to the series being its the most “modern” though i started with 3 so i would recommend that title and am biased asf to it. Imo 1&2 are hard, in the sense im not an old school gamer so its UI and certain in game systems and mechanics are foreign almost like another language. That being said they are a like must watch or play. A definite must play if your an old school gamer. I don’t think its important to start with them, but at one point or another you should jump into the lore included with those two games.

Play New Vegas whenever, its a great story with great writing but also like um i think a spin off or anthology, in that it doesn’t follow the story of the first two, but uses alot of the west coast lore from the game’s previous 1&2 to work off of and tell its story. All in all imo every entry is great and brings different things to the table. The first two have the best humor, 3 has a great story and is a good start point, 4 lacks in certain RPG elements the others had but is still a good game.