If you are truly lost OP, then maybe reading the stories of those who started before you may help. 
edit: I will also add a few points that, while they may not give you direction, may help you figure stuff out.
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The community here (even those you meet in game) is more than willing to help and assist you in your endeavors. However the community tends to frown on and/or be hostile to those who have a sense of “entitlement” (see: “I shouldn’t have to do this” or “this is stupid, this should be changed!” or “Even though I have minimal experience at X, know its intricacies and how to do it better.”)
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As helpful most players can be, don’t trust anyone with your stuff. And do not think that people will not try to blow you up. Not until you have built up some solid rapport with those people first.
Example: I have freely offered up advice on how to partake in or outright avoid PvP. But this has never stopped me from engaging and blowing up those same players in-game when the opportunity arises.
( if I had to sum up the community sentiment, it would be this: “Information and advice is free. Past that, everything is fair game” ) -
Talk with people. As many people as you can. EVE is one of those games where social interaction (and the results of said interaction) are pretty much the game.
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When you “lose,” come from the standpoint of, “what can I do to get better?”
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The only “honor” or “fairness” here comes when two people have an understanding and willfully abide by it.
That said… don’t expect the other person to abide by said agreement(s). Cover your bases and always have a “Plan B.” -
Try a little bit of everything.
Even if you do not like PvP, give it a try anyways. The things you learn may help you protect yourself in the future.
Likewise; if you don’t like PvE / industry / trading, dabble in it a bit. It will give you an idea on how things in EVE work and give you an edge over others in seeing opportunities (or avoiding dangers). -
Larger groups can offer more resources, networks, and “protection.” But they tend to also be more impersonal and may treat you as “expendable.”
Smaller groups are often the opposite… requiring members to operate more independently both in terms of combat and money. But, if active enough, they can give you more personalized support and a sense of camaraderie that you won’t find in many other places. -
Different areas of space (see: high-sec, low-sec, null-sec, and wormhole space) have different kinds of people that use different kinds of tactics and playstyles.