I enjoyed it, and was well-pleased with myself for spotting an easter egg I haven't seen anyone else mention:
[spoiler]the code for the cold fusion MacGuffin in the last episode was the first game's release date.[/spoiler]
I also had my suspicions confirmed about the Brotherhood of Steel character, Maximus. Throughout, it felt like he was playing a low intelligence character. Bethesda have since added all of the show's main characters to their mobile game, Fallout Shelter, and yup, Maximus has a low intelligence score

The original Fallout was the first RPG to feature dialogue unique to low intelligence characters, and this felt like a subtle nod of acknowledgement.
I thought they did a cracking job overall with only a couple of minor things annoying me (such as the cars in the flashbacks being 40s/50s models, and not retro-futuristic ones.)
And I was most impressed that the showrunners have taken cues from all of the games, not just the Bethesda ones. I initially thought it was a bit cliche to open the story with another vault dweller exiting a vault (after the first, only the Bethesda games start that way), but then I realised that a lot of people watching will never have played the games.
I was also worried that Apple had kind of stolen Fallout's thunder with their excellent adaptation of Silo (the original author, Hugh Howey, acknowledged that he was heavily influenced by Fallout). But while they share a core central theme, they're completely different shows telling different stories.
Watch both, if you haven't already!