Fallout 3 also sucked for me at first. Instead of going to Megaton initially, I went to the school, where I was killed by Raiders numerous times, then went to the Supermarket, where once again I was killed by lots of Raiders.
If I recall correctly, you don't even have to find Three Dog, though that does make the game a lot easier to navigate. Just look around the Capital Wastelands. You're aiming to go to Rivet City, the area located in the most south-eastern point on the map. That will bring you closer to your dad.
Raiders can be a bitch, especially if you assign everything to an attribute you rarely use. If you use small guns a lot (which you do in the beginning of the game especially), give like 7 points to agility. You'll have to start over, of course, but you're not that far in the game now anyway.
The game is very rewarding in the long run. Once you get the hang of things, it's very good fun.