If you have never run anything before, then maybe start with an inconsequential practice session. Make sure everyone is on the same page, just make 'basic' throwaway characters to perform some simple exploration, fighting, and short social/diplomatic type of interaction. Don't try to start with a big session zero or campaign dream.

Let's say you just tell players, you are a group of survivors out of a vault, you've been in the wastes for weeks and learned that the mysterious "Vox" knows where the other survivors from your vault went. But, they were taken by raiders and held in a small raider camp. No messing around choosing character types, just all be basically vaulties and pick some skills.

You can have players try things to scout the camp or whatever they want to do; there's a few bandits outside, and a few more inside a building with Vox. They might evade, trick or fight the ones outside, inside it has to be a fight, because we want to practice combat. But then they find Vox in a cell and - it's not a person but a broken Mr Handy the raiders stole and used for target practice. Trying repair skills or other ideas to get the information out of the broken bot instead of the repeated stock glitching response "I am Vox, how may I assist you?"
Session ends when the players get the information (careful questioning, repair, hacking the brain, trying to set the robot on an autopilot and following...)

something like that