Meanwhile, going into Fallout 1, 2 and NV:
Fallout 1: Taking the role of the Vault Dweller. And it's an actual fact, you ARE from a vault.
Fallout 2: The Chosen One. You got CHOSEN by your tribe to take the initiation ritual to be prepared to get the G.E.C.K.
Fallout NV: You ARE a Courier...