When do you get to create the Courier's backstory? To me, that was one of the most glaring omissions in FO:NV - I'm playing this person who has apparently been working in the general area for a while, but I seem to know nothing about the conflict over the dam, who the major players in the different factions are, or what they want. The only time I get any reference to my past is when I can say I saw somebody's musical act before and the stuff with Ulysses in the Lonesome Road DLC.
Most of it is open enough for you to fill your own gaps to your backstory, through various ways. But with the help of certain perks and intelligence levels, dialogue options appear for the player to shape the character. I recall options displayed certain locations the Courier has been too, whether you know or not where you were born, not knowing what fish is, and even a discussion with Drifter that hints that you impregnated a woman once in his life.
And that is only mentioning a few.