If you are playing on a laptop with integrated graphics, the game often crashes on startup. You will likely need the Intel HD Graphics Bypass package (d3d9.dll) to trick the game into thinking you have a dedicated video card.
This was the biggest hurdle for years. However, Bethesda updated the Steam and GOG versions to remove the GFWL requirement . If your zip file is an older backup, you may need a "GFWL Disabler" mod from Nexus Mods. File: Fallout 3 - GOTY.zip ...
To prevent crashes due to memory limits, ensure the executable is patched to use 4GB of RAM instead of 2GB. If you are playing on a laptop with