If you're new, run the 2 missions for the Tutorial agent, then the Career Tutorials (all of them) from the Event agents in the only station in one of these systems. Hit F-12 to bring up a list of Career Agents when in doubt. Rewards include ships, implants, skillbooks, and ISK.

Amarr: Conoban, Deepari, Pasha
Caldari: Jouvulen, Uitra, Akiainavas
Gallente: Trossere, Couster, Clellinon
Minmatar: Embod, Hadaugago, Malukker