So I enter the space station and immediately i start getting shot at by the lasers inside the space station, why? It would be nice if at least in the game I got an explanation as to why I got blown up!
Before I entered the space station I got an alarm for hostile ship, maybe that had something to do with it. LOL
There are five possibilities for getting shot at by the station I can think of.
1. Failure to get permission from the station to dock. The station shoots anything coming in the entrance that doesn't have permission.
2. Loitering at the entrance. Going too slow or stopping at the entrance and thus blocking it triggers a lethal response.
3. Pad Loitering. This is blocking a pad that's not yours, triggers a lethal response.
4. Failure to leave within the time limit. If you launch and take too long to leave then the station shoots you.
5. Being scanned and coming up as "Wanted" in that jurisdiction. You can be tagged as Wanted if you have a bounty for crimes. If you are carrying stolen goods and it is reported then you get a bounty.
Sounds like probably #5 in your situation. You may have briefly seen a bounty amount on your head briefly appear after you were scanned and before you got toasted.
To ferry stolen goods you have to try to get in the dock without being scanned and that requires awareness of where the security vessels are and some speed to zoom in quick. It also is possible to quickly get in and dock and get down in the safety of the hangar even if you are being shot at. Be sure to clear that bounty at the office.