You are not your ship

One thing I've noticed is that many new players come to eve with the perception that their entire game life is going to revolve around one ship, one ship which will be tweaked and honed until it's perfect, everything they have is embodied in that one vessel and therefore all their resources should go into it.

This misconception is a bad idea, you should have a small fleet of ships at your disposal each tuned towards one purpose. A pilot flying missions for corporations will have a primary combat ship for dealing with the missions, a dedicated salvage ship for clearing the loot from the battlefield, an industrial ship with a large cargo hold for moving the loot to a market hub for selling. Industrialists will have small, fast shuttles for moving blueprints about, and larger ships for moving materials and perhaps a dedicated mining vessel for harvesting the materials needed. PVP pilots will have a whole hangar full of ships for different purposes - tacklers, snipers, covert ops - and spares for when they lose them.

Being too focussed on one ship is a bad idea, because it's very likely that one day you might lose it, and if you've poured every penny into it then you'll have very little to fall back on. Every day there's players who profess that they're going to quit because they just lost their prized ship, and while it sucks it's a fact of life in the game. Myself I've lost over a billion isk in ships, and I keep coming back, frequently I come back in time to lose another ship to the same enemies.

There's a saying "Don't Fly What You Can't Afford To Lose" - ignore this advice at your own peril.

But, more insidious is the fact that pilots get so attached to their ships early on in the game that they become very risk averse, they carry with them the fear of the dangers in low-sec and 0.0 and choose to remain in hi-sec under the limited protection of Concord.

The new Advanced Combat tutorials introduced in Dominion have a couple of missions where you cannot complete the missions unless you lose your ship, best of all they give you some ships for these very tasks - be sure to insure them for some extra cash :)

What's in a pod?

The pod (AKA Capsule) is a technology created by the mysterious Jovians which is essentially a miniature spacecraft with just enough room for a single occupant who floats inside a bath of fluid and connects to the pod via direct neural interface. This pod can then plug itself into larger ships and enable the pod pilot to command the ship with vastly greater efficiency. The same neural interface also includes the ability to rapidly scan the pilot's brain and upload this to a new clone body in the event that they capsule is destroyed. By the time your corpse spills into the deadly vacuum of space your mind has been transferred to a new healthy body, possibly light years away. Only the best get a chance to become a 'pod pilot', 'capsuleer' or 'egger' and in Eve you are one of the lucky few.

Pods are awesome because

• They're little Jovian ships, Jovian tech is centuries ahead of everyone else.
• They're the most agile ship in Eve so they can get into warp faster than anything else.
• They have a really small signature radius which makes them hard to lock and probe.
• NPC's won't attack your pod, so you can loiter around near scary sleeper ships.
  

Pods suck because

• They're weak and can be killed if an enemy sneezes in your general direction
• They relatively slow (~200m/s)
• They have no room for cargo, or places to fit modules.
• There's no second chances with a pod, if you get killed then it's clone time again.
  

Things that a pod is good for:
a) GTFO when your ship blows up, if you're just been killed by a player they'll want to kill your pod next, when your ship goes out of control find any random moon/planet/gate/station and hit the warp button repeatedly so that you don't hang around long enough to become a frozen corpse. The only way to catch a pod is with warp disruption bubbles in 0.0 or with smartbombs.
b) Travelling to another station to pick up a new ship.