The first patch for the PC version of the game has been released and is automatically downloaded once you start up the game. The patch will apparently fix quest and scripting issues.
Patches for the PS3 and Xbox 360 version of the game will be released soon.
We are currently working on releasing patches/updates as quickly as possible for Fallout: New Vegas, for all platforms… Announcements regarding the patches are forthcoming.
It will get better hopefully.