> It seems like the main goal of the game is farming money.

No! The main goal of the game is to have fun doing whatever you want to do.
Most of the things you want to do will require financial backing, though, due to the cost of ships, training, modules, ammo, fuel and subsequent replacements when you die to PVP/PVE.

Don't make ISK your primary goal, that's turning Eve into a job - decide what you'd like to do and then determine how much ISK you need to go down that road and then work out how to earn that so you can achieve your goal.

If you're so new to Eve that you don't know what you want to do, you probably want to join an active corp and do stuff with them, so you get to see a bit of the Eve universe and do different things.

If you're playing on your own, I can understand why Eve is so frustrating - it really is the least 'noob friendly' MMO out there.
To get an idea of how the game works, you really need to play with people and do stuff.

I've been playing Eve on and off since 2006 and there's still lots of stuff I don't know about, eg: I've never done Incursions (the 5/10/20/40/80 man PVE content); I've never done any Wormhole stuff; I've never PVPd, so no Red v Blue or Faction Warfare;

At the moment, I enjoy multiboxing anomolies with my Battleships. I have my multibox mining fleet to a) mine for the corp and thus secure my place in null space and thus access to anomolies and b) earn ISK to pay for my current needs.