Hokay, lemme chime in here, because I'm what you might call a rarity- someone who plays EVE casually. (Yes, it IS possible!) I'll try to touch upon several relevant points.
- The game IS difficult. There have been major strides made in making the interface more fluid and the tutorial missions more understandable and followable, but there is a lot to take in, and once you finish the tutorial arc (series of missions) you are more or less told by the NPCs to go get a real job, running missions with the various NPC corporations available in the EVE universe. (Please note that unless otherwise stated, the word "corporations" in this section means those NPC corps, not the player-run ones.)
Here's what you're expected to do: Decide what kind of career you want to pursue. Agents (the EVE parallel to "questgivers") each work in a separate occupation and give missions (quests) based upon that. A guy working in Accounting or Manufacturing is much less likely to give you combat missions than someone working in Security. Missions give you a number of things: isk (money), agent standings (the more the agent likes you, the better rewards you get), company standings (the better a corporation likes you, the cheaper you can get services at their stations), and loyalty points, which you can trade in to that corporation along with certain other things (money, items picked up off certain types of enemies, etc.) for valuable items or even ships. If you want to be a miner and manufacturer, you're probably best off running missions for a mining corporation, so that you get better returns on processing all your mined ore and manufacturing costs; if you decide that running combat missions or even pirating other players is your gig, you should look for corporations that specialize in sending you out into hostile situations.
- You are only safe aboard a station. This is very important. You cannot and should not simply leave your ship sitting somewhere, even in "secure" space, and think that you can never be molested. "High-sec" space, rated between 1.0 and 0.5, means that law enforcement WILL show up and obliterate someone who decides to take a potshot at you- but they may come too late to keep your ship from being destroyed, along with most of what's inside it. "Low-sec" space, rated 0.4 to 0.1, tends to be the most dangerous space of all, because "911's a joke in this town", and pirates like to lie in wait by stargates ("portals" between different star systems) to catch unwary newbies. 0.0 space is ruled by whoever can control it- you may find absolutely no one in a 0.0 system, or a dozen ships belonging to the corporation who "owns" the system who will shoot first and ask questions never.
So why go where it's risky? Because the rewards are greater (though if they're worth the risk is up to the individual). There are ores to mine there that can't be found in high-sec space, and NPC pirates ("rats") with bounties far higher than their counterparts where it's safer. Also, missions that require you to head into low-sec space can pay quite a bit better than those that don't. You CAN survive a gatecamp (a group of player pirates waiting to grab ships that come through) if you're quick and prepared. But if you simply leave autopilot on and run to make a sandwich while your ship cruises on through the badlands, don't complain when you come back to find your ship and valuable cargo nothing more than dust.
- Training in EVE takes time. Lots of time. There are skills that take a real-life month to train. But a lot of the people who complain about it never started off with the right skills. You can buy and train up in learning skills like "Learning" (duh), "Logic", "Eclectic Memory", etc. which provide boosts to your ability to learn certain skills, and therefore cut down on the amount of time needed to train. Properly learning the basic skills early on can cut a week or two off the total time needed for the "big" ones.
Plus, this gives you an edge in other ways. In order to get better with lasers, you don't have to take your ship out and fire lasers at little enemy ships to get better. Just hit that training button, be sure to log in when the training time is up to start the next rank, and you'll be better with lasers in not a lot of time at all, without ever leaving the station. Of course, if you want the cash to buy the better lasers, that's an entirely different thing.
- Combat is simple in its complexity. Those who play "tank" classes will understand these basic tactics: To survive combat in EVE, you must minimize incoming damage while maximizing outgoing damage. Now, how you do this is a bit more complicated than "equip a bigger shield". If you are flying a small, nimble ship against a big behemoth, you are going to want to get in close and circle your target, so that the big ship's guns can't keep up with you. Think of it like trying to swat a mosquito with a sledgehammer. If you're flying the bigger ship, you'll want to make sure you pick off smaller targets as they're flying straight towards you and then turn all your guns on the biggest threat on the field.
Also, every weapon in EVE does at least one of four types of damage: EM (electromagnetic), kinetic, thermal and explosive. Since ships can only be upgraded in so many ways, it is nearly impossible to protect one significantly against all four types without making it otherwise useless in battle, so the smart pilot "kits out" the ship to best resist the type of damage it is most likely to be subject to in a battle, and to deal the damage that the enemies to be encountered will be weakest against. With NPC ships this is an easy task- they will deal the same sort of damage they're weakest against- but with player-owned ships this is a lot harder to guess, so there is some luck involved.
There's a lot more to it than that- I could talk about how to make a living in any of the major career choices, how immobilizing or disrupting enemy ships comes into play, all the politics of corporations work- but it's late and I'm tired.