I highly recommend you train up Frigates, Destroyers and Cruisers of your faction up to level 3/4 each. Then their tank modules (shield or armor but not both not yet) then their weapons.
You can run security missions while you train up as stated above, lvl 1= frigate, lvl 2 = destroyer, lvl 3 = cruiser. All perfectly doable in T1 ships. Also build up your faction status at the same time so you don’t pay so much taxes on the markets etc. If one faction statrs to go down too much then switch, for example run Caldari for 2 weeks for Jita market, then Gallente to offset that, then Ammar, then Minmitar.
You also need faction for jump clones. You can have multiple clones, each with different sets of implants. For example for starting PVP I would recommend have a clone with no implants at all, or cheap arse tanking / cap implants. For your PVE clone you may want to go higher and go with primary weapon / navigation implants etc.
During all this time you will be able to afford T1 frigates and do some basic PvP as well, just count on losing / dying a lot at 1st and I do not recommend starting solo in a low skileld ship.
For your training I would recommend the following route:
Cybernetics up to level 3 or 4, then get the level 3 or 4 implants. This will significantly reduce all your further training times. Remap your stats. Go full on Perception, Willpower, some Memory if you intend to play mainly combat, ditch charisma and intelligence.
Take all applicable skills up to level 4: Capacitor, CPU, Powergrid, Afterburners, Microwarpdrives.
Take your tank skills either up to level 4 or until you can use T2 modules (many only require lvl 4, not 5)
Frigate, Destryer, Cruiser up to lvl 3, then the one you use the most up to lvl 4. Probably the cruisers, but there are some people that take a different route.
Your primary and secondary weapon skills up to level 4, including all weapon support skills such as tracking, missle range and velocity (if you use missles) or drone stuff (drones are super useful)
For genral QOL take your base transport (huller, the one with base 2500 cargo capacity) up to level 3, some basic trade and social skills. Just so you can move some of your own stuff around and can comfortably use the markets.
By the time you are done with this, you will have a pretty good idea of how the entire game works and which direction you wish to take and which skills to take up to level 5. And keep in mind that things such as cybernetics, engineering and navigation skills you will use on all ships, no matter what you fly and no matter if its PVP or PVE, so you are not losing anything.
For exploration, it wont be any good until you can get into the T2 explo frigates with a T2 cloak. That may be a long path. Otherwise you’ll be pretty much a sitting duck anywhere outside of High Sec and High Sec explo sites unfortunately truly suck and are completely not worth the time. Again 100 times better to do basic security missions.