There are some valuable lessons learned as you progress in EVE Online, lessons which get pounded into you when making mistakes. There are so many things you wish someone had told you before you went out and made a noobish ass of yourself.
Even with the much-improved Aura tutorial that's been implemented in EVE, there are lots of things that still cause players to scream something to the effect of, "Why didn't anyone warn me?!" This is often accompanied by frantically warping away from one's obliterated ship in an escape pod with a liberal amount of cursing. Of course, it doesn't have to be this way.