Hello fellow Imperial.
First off, are you going to be subscribing or playing for free? I ask because, as best I can recall, the F2P players do not get access to cloaking devices. They can still explore but they have to put in some extra work to mitigate risks while out exploring.
Anyway, you’re going to want to train the scanning skills. There aren’t that many, but they open up a lot of content in the game. Skills like Astrometrics and Astrometric Rangefinding increase the strength of your probes (the amount of signal they gain with each scan, essentially). Astrometric Pinpointing helps speed up scanning by reducing the amount of deviation (the distance a potential hit is from the actual location of the site). Astrometric Acquisition is probably the least important, although training it does reduce the duration of the scan. When you’re out exploring, faster is better.
You’ll need to train Archaeology if you want to access loot in Relic sites and Hacking if you want to access loot in Data sites.
As I said earlier, faster is better. So you’ll want to train skills in the Navigation tree to make your ship more maneuverable.
If you’re subscribing, Cloaking is a nice skill to have.
Lastly, there’s the Ship Command skills. Some ships have bonuses for scanning, and your level of Ship Command skill (ex: Caldari Frigate for the Heron) can improve your scanning performance.
You could train up some defensive skills, but if you’ve gotten yourself caught in a flimsy scanning frigate you’re a dead pilot flying.
The rest is all down to your knowledge of game mechanics. A decent beginner scanning ship that can handle most easy/intermediate sites will costs you 2-3 mil. One good site can make back your investment (possible many times over), but of course exploration is all about dat RNG. You can scan in hisec to be safe, but you’ll be competing with other rookies doing the same, so you’d benefit by learning to use the map filters. Heatmaps for statistics like “jumps in the last hour” help you to find less-traveled pockets of hisec, out of the way of the normal routes, where sites might accumulate.
Otherwise, you could try scanning down wormholes in hisec systems. There is of course some risk here, but again, your investment is 2-3 mil for potentially far more than that in reward. Of particular note are wormholes of class C1-C3 (there are tools you can use to identify class by system name), because in these wormholes you can find the same kind of pirate faction (Angel/Blood Raider/Guristas/Sansha/Serpentis) data and relic sites as can be found way out in nullsec. There are wormhole sites that have dangerous hostile NPCs, but these pirate faction sites do NOT. When I was exploring, there were days when I’d jump into a WH from an out-of-the-way hisec system and find a site worth 20-80 mil one or two wormholes in.