
You definitely want to do this, as it's where you get your Power Armor, but most importantly you should finish the quest here and then meet a group of Wastelanders back in Sanctuary. Soon after you leave Vault 111, the main story quest will prompt you to visit Concord. Don't start crafting till you unlock the Sanctuary Workshop

It's definitely worth persevering through the initial confusion, so let's talk through crafting, base building and the Sanctuary quest. This is the legacy of hardcore, old-school CRPGs - and Fallout fans wouldn't have it any other way. The quest descriptions are uninformative. The explanatory tutorial prompts pop up behind trophy notifications and can't be retrieved. The inventory menu on your Pip-Boy makes your eyes glaze over. No, I hear you, buddy: Fallout 4 is pretty damn overwhelming.

Fallout 4 gives you a great deal of freedom and not a lot of guidance on how to take advantage.
