this is a known glitch, the .ini changes didn't take during the FOMOD install. look at the alpha download pages Manual install instructions,
Step 2
You need to make an edit to your .INI file so that you start the game properly. This is normally done by the .fomod when it is installed.
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The file you're looking for is C:\Users\YourName\Documents\My Games\FalloutNV\Fallout.ini
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You may also want to make the changes in FalloutDefault.ini in the game folder as well, if you use the normal game launcher for some reason. Using that launcher overwrites Fallout.ini with the values in FalloutDefault.ini every time it's run.
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Make these changes:
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SCharGenQuest = 001FFFF8
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sIntroMovie = (yes this one is blank on purpose, it needs to be blank)
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bLoadFaceGenHeadEGTFiles = 1
This should fix the issue and you'll start in Vault 101.