So, you're interested in getting into eve? And you want it to be exciting?
The fastest way to make eve exciting is to go try to blow someone up. Player versus Player or PvP as it is known in eve, is a rush. The few fights I have been part of on purpose :) have left me shakey. PvP is intense and exciting and more of a thrill than many if not all rollar coasters I've been on.
That being said, chose your target wisely. It is usually a bad idea to pick on a character that is much older than you, so use the "show info" option religiously. Also, keep an eye on local, and make sure they don't have other friends in system, or at least not more friends than you have with you.
Another way to make Eve interesting is to join up with other people. Eve is a lot about spaceships, but even more so about community. If you have real life or RL friends to play with, form a corp, its cheap and easy. If you don't, find some. Again be careful, there are people who will let you join just to make your experience miserable.
In my previous post, I talked a little about my own Eve experience/history. I started and got into eve because of friends who made it fun as we raced to see who could do what the best or fastest. The short 2-3 months I was playing solo almost ruined the game for me as it became very very boring.
So if your looking for a really good time, join a PvP corp, or if you don't want to fight with others, (as a Pirate (rat) or a pirate hunter) then consider market games, PVE (Player versus Entity) (that's NPC entity not the collector) mining, or exploration. There are other options and you can more or less do anything in the game that you can do in real life. The coice is yours :)
Q: How to enjoy Eve?
A: Lots of ways, try it out :)