The best part about the risk factor in Eve is that it's completely intended by CCP, it's an integral part of the game and has been so from the very beginning. I love that about Eve personally, it also adds a good twist to RPing.

Eve has minimal rules and safe-guards about player interactions, CCP won't intervene if you've been mislead or scammed (as long as it's playing by the defined rules, of course), it's up to you to be on your toes. Definitely something that's lacking in many MMOs.