I of course concur with Zukeenee about the KSP but perhaps hang around a bit in Kusari before going out and buying yourself that oh-so-wonderful Wyrm. If you're still anxious and don't want to do that, and this applies to any police character, read the Laws of Sirius section about the in-RP laws enforceable by you.
Other than that, all of the factions I'm in have treated me great (they're linked in my profile/siggy) and suggest you pick an area of operation in which you find the lore most fascinating. Welcome to the mayhem.