I've made two runs from empire to Stain, which is where the main HQ is.
Here's some basics about 0.0 - and stuff you should practice even in Empire, because I've seen ships destroyed out there "just because". In Eve, anything undocked is fair game. But Empire or any high-sec system is happy carebear-land, compared to 0.0.
Traveling through 0.0 by yourself's dangerous, but doable in a frigate. In fact, you should do it in a fast frigate otherwise added aligntime from destroyers and larger ships will get you killed at the warp gates. Don't do what I did and leave empire too early (I jumped into 0.0 my first week- but I learned a lot real fast).
You have to be smart about it. The problem is most people don't play smart or paranoid. They try and drive their ships blindly into 0.0 and get killed, camped, looted, raped.
Assume people are going to attempt to destroy your ship. Assume everyone in local (even neutrals) will attempt to destroy you (except your alliance/blues). Assume they're going to kill (pod)you so keep a clone. Assume you're going to be gate-camped. Assume there will be warp bubbles and interdiction fields. Don't assume a microwarpdrive, afterburner, or warp core stabilizer will save you but they will help. Know autopilot will get you killed instantly. Know no amount of armor and speed and luck will save you so be prepared to lose whatever you set out with.
The very small ships and gear can be transported by the corp.
Check your map! There are options to check "ships destroyed in the last hour" and "pods destroyed" in the last hour as well as "average users in a system". Once you set destination, use "warp to 0" on gates! Never use autopilot as it brings you out of warp thousands of meters from the gate. That is time that will be used to kill you. When traveling through a system with anyone else in local, warp to a moon/planet/astroid field not directly towards the next gate, and then warp to 0 on that gate. You may run into a bubble and once you're out of warp, scrambled and killed.
If pods killed or ships destroyed along your intended path are high, abort your travels until later! It is indicative of a large battle or obvious gate camp- which means lots of hostiles. I cannot stress this enough, it is better to turn back and try again later than push forward and lose your ship. Use your common sense.
Both times I've been camped but able to outrun them, or had to turn back and wait until right before/after maintenence. That way there's only a few thousand people on and the systems are mostly clear. Even then I could tell people are chasing me.
If you need help, contact Nilocy or jump in the chat "The Reformed Public". We'll help you out.
If you're looking for a MMO where "anything" can happen. Eve's the one. 0.0 will teach you the "meat" of the game - how to survive on your own requires banding with others and fighting, tooth and nail, for everything.