Thing with EVE and other sandbox games is that they don't hold your hand and tell you what to do, that part is up to you to decide. If mining/mission running in some godforsaken empire system is all you can think of after the tutorial drops you there, you're probably going to be bored.

Also one very important thing that many people miss: EVE is not meant to be played alone. Join a corp, as soon as you can, preferably straight after the tutorial. You can't play it solo, it's not a solo game. You can't build a space empire alone. Most of the combat dynamics require more than one ships (even though solo PvP is possible - if you're really good).

Join corp, find friends, do fun stuff with them - that's how it's played and you can have fun with the newbie frigate straight out of the door. If you don't like that you can always join Factional Warfare and start x-ing up immediately.