Coming back from a trip out past the Eskimo nebula I did before Christmas, I hit the 500 LY 'Idiot Belt' that surrounds the Human bubble and got interdicted about 5 times in 5 systems. 4 of them were the usual pointless scrotes - Mostly harmless Sidewinders with no shields, no fuel scoops (I mean, come on, how the hell did they get out there?) - but the 5th one was a Master Dropship that chewed me up pretty badly before I destroyed him. I won't ever go exploring without shields. You never know what you are going to run into. FD have pretty much stated that when they DO get around to adding stuff like the Thargoids, they aren't going to announce it - they'll simply start making their presence felt. Going to be a lot of explorers moaning about getting whacked without shields...
Yeah, pick a destination. Like I said, head to a tourist spot first of all. Enjoy the sites. It'll give you a chance to see whether you enjoy it and it'll give you something nice to look at. After that, choose somewhere further away and go for it. Having said that, I tend to run in a direction for a few hundred light years and then change - There is always something out there worth seeing. Nutter's thread is a good one.
And Remember - The most important advice an explorer can get:
Oh,
Be
A Fine
Girl,
Kiss
Me.
This is the mnemonic for the main sequence stars you can refuel from - O,B,A,F,G,K,M. All the others - proto stars, dwarfs, non and late sequence stars are non refuelable.
Finally, Don't screw with Neutron stars. They'll fry you for laughs. Vicious little buggers. I've scanned dozens of them and every time I am VERY careful. You come in so close there is no room for mucking about.