Mining is something you learn in the tutorial and pretty much on the first day. It is one of the easiest - but not least dangerous - activity you can do in EVE.
Mining ships have been changed recently and some new ones were added. I will stay at mining barges for this since I don’t fly exhumers but the principles are the same with the major difference, there are only three mining barges.
The Procurer
This mining barge was changed to fit the needs of miners and industrialists who need to gather ore in dangerous places. This barge doesn’t have the ore-bay of the Retriever but it can take some amount of punishment and punch right back.
It has the highest amount of mobility of the mining barges, so don’t align out as soon you see trouble, keep your calm and do your refit first.
The Procurer doesn’t only mine ices and ores but you will also be able to defend yourself against smaller attacking ships.
My recommendation is to never fly without a mobile depot which you need to launch for yourself from your cargohold and one minute later can use as mobile fitting service.
Use your cargohold for a collection of modules you need during your mining operation, be it in a fleet or if you are on your own.
This may sound counter-productive but don’t ever fit mining laser upgrades on a Procurer, you don’t have much lowslots to begin with and what you want your Procurer to do it to refit a drone damage amplifier, a damage-conrol-unit, so you can even forcefully remove smaller ships like interceptors and assault frigates from the field and maybe all of your lowslot with warpcore stabilizers to make an epic escape and bring tears into the eyes of the hunter(s).
The main strength is a generous buffer tank and you should just build on that and increase that buffer with a medium shield extender (a large one won’t fit, don’t try it) and passive shield resistance amplifiers or active hardeners - depending where in New Eden you are when you mine - suited for the NPC’s that roam the asteroid belts and mining anomalies.
The Retriever
This mining barge and little brother of the Mackinaw used to be that ice-mining barge until the changes and it is now the mining barge with the largest ore-bay.
This ore-bay comes at the price of not being able to take much firepower to be destroyed, so you need to ask yourself if it is possible to stay in space for longer durations with the help of a few friends that orbit your ship while you gather the resources to keep them in ships.
As with the Procurer, you want a mobile depot in your cargohold when you undock and launch it as soon as you land in the anomaly or asteroid belt.
This way you can make sure, you can refit quickly from mining-laser upgrades to warp-core stabilizers to get out in a hurry if need arises.
I would just launch the depot and keep the fitting screen open, while you switch your view from cargo to orebay and vice versa.
This needs some practise, so take your time (and your friends) and do some practise exercises with your buddies.
The Covetor
The last of the barges buys it high-yield with a small ore bay and the least amount of ehp and mobility. It is a pure larg(er) fleet-mining ship that is not intended to be in space on it own.
However if you have a lot of friends and are part of a large corporation or alliance even, there will be mining-ops that your corp or alliance needs you to do to keep them in ships and modules.
Those mining ops will have a lot more people in them and around them that the overall ehp of the ship doesn’t matter much and your first and only concern is mining yield, so bring your depot, mining laser upgrades, deep core strip miners and lots of spare crystals and let the protection wing take care of any threads that may come your way.
Before you do mine, consider which of the barges are fitting your needs.