I feel like it's worth elaborating on this statement a bit. The thing that has made EVE Online special is the freedom to be the hero or the villain and even change from one moment to the next, the assumption of risk in virtually everything you do, and the lengths to which the developers go to not interfere in the sandbox. So long as you keep your activities within the confines of the game, the consequences of your actions are also entirely within the confines of the game - you won't for instance, have a GM intervene because you scammed someone or blew up their ship in an underhanded way, because these events are regarded as part of the game.
In virtually every other game, even those claiming to be sandboxes, the limits are imposed as edicts from on high, like some sort of divine intervention. Oh? Someone stole everything you own? Here... have it back. That's not a sandbox, that's a theme park, and there are plenty of those out there.
In my mind, the sooner you can show a player loss, the more likely they will be to realize that it's not the end of the world, and eventually grow to accept and even embrace.
I know full well that mining and industry build the very ships I fly - I just want players to realize there's more to the game than just that. PVP in EVE Online isn't some scary thing, you just have to accept that you are going to win some and lose some in the course of it.
Get out there, take some risks, and make some friends, you'll thank me later