Having played Morrowind I never played Oblivion beyond a single walkthrough, it felt basicly as a more refinend Morrowind, which is probably also the reason I never picked up Fallout before.
Having said that, Fallout clearly is different game than the other 2, eventhough it clearly is build on the legacy of the others. But in Fallout the start is also pretty difficult, I believe it also made a reference to being too weak to do anything at start. Getting owned at start by a couple of wildlife creatures proved that

Since reaching lvl 4 or so and having gotten a very nice selection of small guns it became a true blast though. Though I can imagine it is not a game for everyone, certain things may feel a bit like a chore.
edit: A few screenschots - click