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Fallout: New Vegas Walkthrough Back in the Saddle

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Back in the Saddle is a small tutorial mission given by Doc Mitchell, he will tell you to go and talk to Sunny Smiles and ask her if she could help you.

Follow her outside and once you reach her, she will give you a Varmint Rifle and 60 rounds.

A shooting tutorial ensues that will teach you about the basics of the combat.

After shooting 3 Sunset Sarsaparilla, Sunny Smiles will ask you if you want to continue and do a little job. At this point, you can choose wether or not you want to continue. I will end the tutorial and head for the main quest.