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Fallout: New Vegas Walkthrough They Went That-A-Way

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Once you've finished the tutorial quest (Back in the Saddle), head to Primm which is south-east from Goodsprings.

Once you've arrived in Primm, head to the Vikki&Vance Casino and talk to Johnson Nash.

Johnson Nash will ask you to Deputy Beagle who has been captured by escaped convicts.

Head inside the Bison Steve Hotel and find Deputy Beagle.

Once you gather information from Deputy Beagle about the Khans and the guy that has shot you, free him and exit the hotel.

Head to Nipton.

Once you've reached Nipton, you will some people tortured and crucified by Caesar's Legion. Then, your objective marker will quickly change its location to Novac.

You will have to head to Novac.

When you get into Novac, go and talk to Manny Vargas, who's located in the Dinky the T-Rex during daytime and in his hotel room at night.

Manny Vargas will ask you to get rid of the ghouls over at the REPCONN test site before he tells you anything about where Benny and the Khans are heading.

You can skip 'Come Fly With Me' by accessing the terminal in his hotel room and reading the 'Khan Hospitality'. I am going to skip this quest, though.

After reading the terminal/finishing the quest, head to Boulder City.