You are about to embark on a harsh journey, whether you have unwillingly accepted this or not :)
Here are the realities
The realities of EVE is that once you undock, you willingly accept the loss of your undocked equipment (pod, shuttle, ship of some kind). If this is your first day, you propably have no idea what I mean. Thats alright. Let me explain:
With this overall premise, understand and accept that EVE is a PVP game at its core. There are some penalties for crossing some rules in some areas of space (usually high-sec and low-sec). There are some rules that means agressing other players will cost them their ship. And thats is the hard ceiling of this sandbox.
The soft ceiling is that some actions in EVE has consequences on a social scale, and this ceiling will vary depending on where you are and sometimes with which group you hang out with. What you have been used to from other games, usually does not apply here.
The truth is that many players cross these lines every day several times a day and some never do. Some people do this to you, to observe you and harvest your sweet rage and tears of losing your ship. When you press the undock button - you accept the loss of your ship and consensual PVP that may end up being when you least expect it - or when you least prefer it to happen. This is why you never undock what you cannot afford to lose.
Real life is adjusted in much the same way. You need insurance and permits to drive you car, this protects your asset. You can still get car jacked at gun point. Your family be abducted and murdered and this can have consequences for the culprit, but cops won't show up in advance and wait for it to happen. They react - they are not proactive. The difference is that in EVE, Concord always gets the guy.
With that in mind:
Lets break down where you might mess things up for yourself. Unknowingly. As a new player.
Hulkageddon and Burn JitaThese player driven (and prize driven) player events are fixed on providing many lovely explosions to New Eden - everywhere. The popular premise is that you for some reason is flying some kind of industrial ship during these events (and sometimes before and after, because F1 can be a bad habbit to get out of). Keep an eye out for mentions of this event in chat channels and on the forums and just reship to a combat ship during this period and you'll be fine in most cases. Burn Jita is usually oriented around the systems surrounding Jita, but really - any tradehubs are popular. So stay out of these during the events. Stay out of mining ships and transports as well - or at least until you know what you are doing.
Understand when to shoot at "suspects" in local.TLDR; Usually never. Long version: Suspects usually know what they are doing, are using the right fit ship for the purpose and has backup close by. Consider most suspects to be bait. Understanding what Bait is exactly, is another case entirely. If a suspect creeps up on you in your mission site, shoots your personal deployables and targets you without shooting you (known as yellow boxing) - they are just waiting for your anger levels to increase to the point where you will mess up and they can kill you.
Getting killed by the bait
Bait ships are fit with modules to keep you pinned down and not able to escape the situation when you finally realize you are balls deep commited and about to lose your ship. They will be fitted to sustain damage for long enough time for help to arrive. If you think a situation is too good to be true, it usually is. This is what classifies a typical bait ship.
Getting killed while AFK piloting
You can still be blown up in high-security space for no apparent reason. Even when you knowingly fit your ship seamingly right, and fly with no cargo. You will still get blown up sometimes out of the blue by someone looking to get a kill. Any kill. You just happened to be there, in a system you "thought" was safe. And the culprit still got blown up as well, loosing his ship in the process (known as suicide ganking). Don't linger around gates. They are chokepoints for suicide gankers. All Autopilots land at 15 km from the gate and has to slowboat to the gate. This gives suicide gankers enough time to build up courage, analyse your ship and make the calculation - "is it viable to lose my ship to get this kill on my killboard". Be smart. Don't Autopilot.
Death by Suicide gankingSuicide ganking is the art, or method of fitting a ship that can apply enough damage to you before Concord (NPC police) arrives and destroys the culprit - and the art of doing this well, means that the ISK comparison between their ship and yours (+ your cargo) means they can do it for a profit. They will know how much time is required to break your full tank, so its only a matter of being in the right system. Concord always responds and will always destroy him - but the security level of the system means determines the response time. At level 1.0, its around 4 seconds. For each level below this, you need to add 2-3 seconds in general. Once you have been attacked, its usually just a matter of waiting it out before help arrives - but you'll usually be dead in a few seconds depending on your EHP and how many there are.
1 vs 1, you'll need a tank of minimum 3000 EHP in a 1.0 system, and you need to add at least 2500 EHP per level below this. In a 0.5 system, you will need to have at least 13.000 EHP to survive until help arrives when you face just one destroyer. So if you do fly a tech 1 hauler in high-sec - always fit a buffer tank - and having 30k EHP, means you can successfully live through 2 destroyers in any high-sec system.
I was killed out of nowhere!
Did you check if your corporation was at war with someone? Was your enemy a roleplaying suicide ganker that told you that you needed a permit to cross "their space"?
What harsh realities did you learn from? Feel free to share!