Sometimes the hardest choices in life are not the ones with definite outcomes, but ones of grey morality with the outcome undefined. Sometimes there won't be a right or an easy decision, only ones underlined by gray morality. This concept, of having to choose between outcomes that are not so defined and black-and-white, is one fully explored in Fallout: New Vegas. This in turn helps illuminate the central message of the story, that society isn't as black-and-white as many stories portray them to be, but rather one of fifty shades of gray. That, as compared to stories like Macbeth or Lord of the Rings, there isn't a clear "good-and-evil" side, there isn't a clear dichotonomy between what is right and what is wrong. Rather, it is us who interpret whether things are good or bad, even if they are inherently gray.
The story opens up with the main character, referred to only as "The Courier", being shot by a mysterious man who introduces himself as Benny. After waking up and healing from his wounds, the Courier then, after receiving information about the whereabouts of Benny, travels to New Vegas to confront him and re-take the chip he was carrying. While at New Vegas, the Courier quickly becomes the centerpiece of a power struggle over the city of New Vegas and Hoover Dam, the main supplier of power in the entire Mojave region. That power struggle is represented by four main groups with many sub-groups. The NCR is a democratic government filled with great intentions and promising leaders, while also suffering from corruption, "big bully syndrome" and growing too fast too quickly. Caesar's Legion is a group of formed by one dictator that, while degenerative towards woman and technology, also has a reputation of keeping its people safe along with zero corruption. The House is the current owner of New Vegas and advocates somewhat of a two-faced approach: while he advocates for freedom of choice, and as such apposes both the NCR and Caesar, he also rules with an iron fist over Vegas. and controls the money and electric supply. Then there's the Wild Card option, where the Courier can take over Vegas and rule it as he sees fit, completely screwing the other groups in the process. This leads to the Courier having to play tug-of-war with three other factions all the while having to decide if what he wants is truly what is best for New Vegas. All the while there are mini-groups, like the Boomers (xenophobic hoarders of technology), Brotherhood of Steel (xenophobic hoarders who have a superiority complex), Great Khans (a raiding warrior group) and Kings (freedom fighters) who are fighting for a small piece of the pie.
This all naturally plays into the hands of the writer, Chris Avellone, who wanted to explore the grayness of society, and not some fanciful version where it's black-and-white. Society, as he views it, is one filled of factionalism. And there isn't a clear distinction between "good-and-evil". While we like to create this version of things either being saintly good or kill-the-baby-bad, in reality things are much more gray, which is what is thoroughly explored in Fallout: New Vegas. There is no real right or wrong choice, it's all dependent on perspective. There are always two sides to every coin, something that many works of literature tend to forget/gloss over. This is what really pulls at the Courier, that he has four options, all of them equally valid. And each decision has major ramifications for the fate of the parties involved. People aren't going to like his decision regardless, but that's life. Sometimes you have take a stand for what you believe for, and not what others want you to believe.
All these themes are masterfully crafted and woven all into the narrative by Chris Avellone. Throughout Fallout: New Vegas, he constantly brings about different ideologies that reflect on the different natures of society, all the while emphasizing that society is not black-and-white. Rather, it is conglomerate of varying beliefs and viewpoints, with none of them inherently wrong. While we like to simplify things as either right or wrong, in reality, that isn't true. It's all a matter of what you personally believe, which is what Chris Avellone was trying to emphasize the entire time.