This is a question I have received more than a few times and have been quite happy to answer for a number of reasons. Many newbies simply get lost and/or bogged down in all the "noise" of EVE... taking what they have done so far or what they have experienced... their dashed hopes and failures... personally. However they shouldn't.
Good and bad things have happened to everyone in EVE, even to us veterans. We all have stories to tell... some we are ashamed of... others that we look back on fondly because they were pivotal moments for us.
I invite other veterans to share the stories of their beginnings so the newbies that come to this forum can see that they are not alone... that their tribulations are not unique... that they can get through even the worst of things and become like us (sorta).
I started EvE as a miner/mission runner/carebear back in 2009.
After I finishing the tutorials I went and did the Epic Arc for the Sisters of EvE. I muddled my way through some of the missions (muddled = experimented to see what LIVED) in my Velator... then a Tristan (before it became a "good" ship)... and then a Catalyst. I even trained up to use an Iteron IV (old industrial ship that has been "phased out") which helped me move from location to location easily (ah, the nomadic life... never again).
Then I ran into a mission that mopped the floor with my ships (all of them). I went back to square one;
I trained up some mining skills, set up my Iteron to mine, went to an asteroid belt, and began to mine. And mine. And mine. Only later did I learn that this was a horribly inefficient way to do this... but it worked for my purposes at the time.
While I was mining I perused through the market to see what ships were available, what mods I could use for what... and lurked in the NPC corp chat... gathering whatever information I could use.
I used the ore I mined to buy a Thorax and set it up... and boy, did I set it up... shield AND armor reppers, small and medium guns... I felt I could take on the world! Five minutes after undocking it was a big ball of flames. It didn't hit anything! It just SAT there while NPCs danced around me! I was MAD.
So I went back to mining. Bought another Thorax. Found a "professional fit" on a website. And I spared no expense letting my OCD go crazy with it. All of the same guns (cruiser sized railguns this time), 2 armor reppers, MWD, etc. I went back and completed the damned mission... though I had to warp out a few times and return because of capacitor issues and damage.
Around this time I was convo'ed by a random person. This person asked me if I wanted to join a corp. Figuring that it wouldn't hurt to try, I accepted. Turns out I was lucky. The corp had been set up by some "bitter veterans" who wanted to try and manage a rookie corp for giggles. I asked questions. Many questions. Over and over again. Until they told me to **** off. Through them I learned how to [more or less] set up my ships and focus my character for PvE. I got a Vexor, skilled myself up properly (sorta), set it up the way they described, and then knocked down the remaining missions with ease.
I moved out to their HQ systems (I use the plural term as the corp was in its infancy and the "leaders" were still trying to get a handle on all of the logistics).
We got into a war dec or two... I died several times due to some very stupid things I did... like warping into a group of super fast Tech 2 Heavy Assault Ships with an heavy-ass Battlecruiser. Or jumping into a gatecamp while doing missions.
Eventually I settled on mostly running missions and continued to ask questions (i.e. "What fit can I run missions with in a Hyperion?" and "How can I help?").
The corp moved again and I continued to "dabble" in this or that skillwise. After I was able to fly and fit a Tech 1 Mining Barge I realized that I just HATED mining... with a passion... and that while running missions was equally monotonous, they were still FAR more interesting as I could use my imagination and roleplay with the rats (something along the lines of, "HAHAHA, I keeling all u dirwy, diwty piwates!")
Around this time the corp began to dissolve because of internal issues (we won't get into that) and I had to pick sides. I chose to stay with the "Vets" as I figured that they "knew what they were doing" (hahaha) and that whatever venture they went into I could draw from their knowledge and better myself. Plus, they were pretty chill guys and I liked their banter... even though most of it was directed at me.
We went around from place to place... declaring war against various industrial corporations... knocking over POSs (Player Owned Starbases) at moons for profit... ransoming corporations that put no effort into defending themselves (for a "reasonable price")... etc. But I hungered for more.
Soon I found myself in Faction Warfare with these "Vets" and discovered that my skillset for dealing with straight, focused combat (both character-wise and player-wise) to be woefully inadequate. As a result I died. A lot.
But even still, I found such... pleasure... in going out with and killing other like-minded players with no obligations to anything.
I focused my combat and core skills, stuck around despite the abrasive nature of my peers... and now here I am years later; the director of a decent PvP corporation.
I am no longer afraid of grabbing a frigate and heading into hostile systems. I am more than happy to take out something stupid expensive to defend a friend in trouble. I have a firm grasp of how to fit ships and see what tactics will be used against me as soon as I arrive on field (or sometimes before that!)
I did all this! And so can you!
So my advice to you newbies? FIND A CORP AND MAKE FRIENDS. Doing so will take you places.