I've lost count of how many times I've been blown up by other players, but most were in the first year of playing I think. It didn't bother me then and these days is more likely to make me chuckle than annoyed as I'd be certain it was my own fault...The most important lesson I learned is, if I WANT to feel some risk and challenge, I fly in Open - the "hollow triangle" on the radar creates an adrenaline rush that isn't really available elsewhere in the game. However, if I just want to get something done and don't want the hassle, I fly in Solo/PG.
But... I also play far more often in a group nowadays than in open, as there are things I wish to get on with without random distractions - if I'm just messing around I'll be in open and anyone is welcome to come along and shoot at me, if they are in a dedicated PvP ship they may even blow me up... It won't bother me in the least.