Be patient. Eve is hard and makes you work for the actual play time, but it is rewarding. The things you do matter much more in the long run, and individuals can have a massive effect on the game world if they play their cards right, and know what they're doing. Whole alliances can be built and felled by a single person. However, first you have to run before you can walk, and it takes a long time to be able to play the game on that level. You have to be willing to go in for the long haul.

In the mean time, find people who you enjoy spending time with, people who can explain the game in great detail, and don't mind when you ask a lot of questions. Do the tutorials, starter missions, ship into something a little more powerful, then do the epic sisters arc. Consider joining Eve University or for the more dive into danger thing, Dreddit. Dreddit's a great corp, in a great alliance, in a great coalition. However, you should look into it first. There are a lot of reasons to join Dreddit, there are a lot of reasons one might not want to join Dreddit.

Do your research. Look into how the game works. Eve is a lot of math, it's not going to be as intuitive as the mash skills until it dies mechanics that a lot of the MMOs you might be used to playing exhibit. There are a lot of player-made resources that will help you along the way. The UniWiki (By Eve University) is a free and open resource with information about all in game mechanic aspects of Eve Online, and they're pretty reliable to boot. Eve Uni is full of people just like you who started out knowing jack shit about the game. Conversely, by joining Dreddit, you will gain access to TEST's and Goonfleet's wiki.

In general, utilize third party resources. Eve is, in it's present state, almost unplayable. There's so much that you need to keep track of, that you can't play it stock. Your play experience needs to be augmented by the use of third party applications and resources. In order to facilitate this, CCP has given us a very useful API system that can be tied into by all sorts of applications. As far as the applications go, there are too many for me to just write into a reddit post, and you can find all of these in the wikis listed above. First, you need to have a skill plan. Without one, you're bound to fumble through the skill list learning them because you think they'll be helpful. Instead, there're a number of programs that allow you to track your skills, design a plan, and allow you to adapt your character to these plans. The most widely used of these is EVEMon. Secondly, the best way you can know how to fit is with a set of fitting tools such as Eve Fitting Tool or as I prefer, Pyfa. Thirdly, Eve is a huge game spatially. One of the ways you can find your way around more easily, as well as track a number of system metrics, is Dotlan. Those three are just the most basic needs you'll have for third party applications, but none of it will matter if you don't...

Experiment. Don't be afraid to try new things. Eve is a big game, despite how it can feel most of the time, there's a lot you can do. The problem with EVE is that you have to make your own game. Feel free to try things.

Finally, Harden up. Eve is a tough game, and everyone has gone through what you would go through. There are a lot of helpful people in Eve. Unfortunately, for every helpful person, there are twenty people who are out to ruin you for any number of reasons ranging from "It's profitable" to "I'm bored and it's funny." People will delve into the deepest aspects of this game, stretch every rule, and say anything if they think it'll ruin your day. There are two types of people who don't quit Eve: the kind of people who can steel themselves against the assholes of EVE, and the kind of people who go crazy.