Mandatory are only Step 1 and 2, the other things are for people who want to spent an extra 2 minutes. Usually when installing the script extender (step 1), you have to launch the game differently, not anymore though with the patch you apply in step 2, just run the game like a normal steam game.

Make a fresh install, delete everything you already have in your Documents/MyGames/Fallout3 Folder, just to have a fresh start.

Step 1) https://fose.silverlock.org/
Download the 1.3b2, Unpack everything to your fo3 install folder
Step 2) https://www.nexusmods.com/fallout3/mods/24913
Unpack everything to your fo3 install folder and run the patcher.exe

Additional stability improvements (not mandatory)
Command Extender (helps the thing you installed in Step 1 to work better)
https://www.nexusmods.com/fallout3/mods/23682
Just copy it to your data folder

New Vegas Anti-Crash, despite its name, it also works for Fallout 3. Drop it into the Data/fose/plugins folder
https://www.nexusmods.com/newvegas/mods/53635

Out of Memory Fix (self explanatory)
https://www.nexusmods.com/fallout3/mods/24063?tab=description
Again, just copy to your data folder

Heap Replacer (decreases load time, removes stutter, improves frame rate)
https://www.nexusmods.com/fallout3/mods/24470
Extract the files somewhere, launch the cpu_info.exe, depending on what your result is, copy the file from the correct folder to your fallout 3 root directory

And this is for people who want to collect extra points.
Updated Unofficial Fallout 3 Patch (fixes about a million bugs)
https://www.nexusmods.com/fallout3/mods/19122/
Download the file, you get a .fomod file in the zip folder, extract the fomod file, rename it to .zip, open it, extract the content to your data folder, make sure the plugin is enabled when you launch the game.