So i decided to make my way up to The strip before the story took me there, this was just after taking care of buisness in novac, i entered a casino and promptly ran into Benny, the man who tried to kill me, and the "He went thata way!" quest came to an abrupt end, at this point I panicked and reloaded a save from before i entered the building so that i could still finish the quest the right way.

So am i missing anything by not following the storyline the normal way?

 
@Mikemcn:
You are missing a lot. 
A lot.

This is why we don't get more multiple path open world games.

Doesn't change anything. It's not an end-game mission or whatever. You could have proceeded to whatever you wanted to do after dealing with Benny. It's not like it cancels out a lot of things behind.

It's a totally viable way to play the game, but I wouldn't recommend it on a first play through personally.  The path it guides you along to find him does introduce you to some factions, characters & missions you'll probably wanna see.

It's completely reasonable to just go where you wanna go. the game is laid out in a way that you can attempt whatever you want at whatever point. skip certain unnessesery points and other factors. 
 
Play FO:NV how you wanna play it.

If you want to see all of the content in one play thorugh then don't skip ahead, but it's not game shattering. 

Yeah it's certainly not gamebreaking, but the pacing at the beginning of the game is pretty well done, so it's worth chopping through the 5-6 hours it would normally take you to get to the strip via quest chains.  Plus, exp and lewt.

I really can't imagine you wanting to skip that stuff.

You risk missing out on a lot. As much as NV tells you that you are "free" to play the game as you wish, the game still assumes that you did things in a certain order. It doesn't mean that the way you play it is "wrong", as the game does allow you to go where you want to go - but it does mean that you could miss out on a lot of backstory and side quests.  
 
I would do the quests that lead up to the Strip in the order that they are given, but after that, you should be free to run wild and do pretty much whatever you want to do. It would be nice if NV took the time to prevent the player from getting to the strip so quickly without doing the first few quests, but I guess no game's perfect.

youre missing on a lot of that quest and you should do it correctly cuz then you get more quests along the way and you get more experience (and more fun). i think its similar to fallout 3 where you could go to rivet city immediately and talk to dr chang, but then youd be missing all the galaxy news radio stuff and all that. so yea, DO IT :P

" Play FO:NV how you wanna play it. "  

Fallout, or any game where choices have consequences, are much more fun when you let go of that instinct to load a save when things don't go as planned.  Let the chips fall where they may.