As the others wrote it is a personal decision that varies among players substantially.
Take me for instance, I didn’t know a lot about the game when I started; and while the game is more or less what I originally thought it was, the details (obscure rules, the meta game, player outlooks, etc.) are very different from my initial expectations. I came to blow up internet spaceships (and get blown up in the process), but a lot of players came to build those internet spaceships.
It never dawned on me to build and “sustain”. I was all about “blowing up” when I started, so I expected to lose everything in the end.
Actually one of the first threads I posted in New Citizens I wrote of my expectations to leave a trail of my corpses behind me in pursuit of my goal at the time.
Not everyone feels that way. And that’s alright, too.
What is important is to find your comfort zone with loss; and to find a group of players you have fun playing EVE with who either share your outlook on loss or support your position on ship loss.