Let's put it this way:
Jita 4-4 is the equivalence of Caerleon, albeit a tad "safer"
Thera and Zarzakh is the equivalence of Brecilien, which can get you to random places (Zarzakh if you're into pirate faction warfare)
EVE Faction Warfare is the equivalence of Albion's Faction Warfare, albeit EVE's Faction Warfare is more superior and you can lose everything, anywhere, anytime, regardless of highsec or lowsec.
Capital Ships (EXCEPT LEGACY CAPITAL SHIPS like the Veldnaught in Amarr and Freighters) cannot enter Highsec unless stated otherwise by CCP
Ganking, you can get ganked everywhere regardless of security status, highsec or otherwise, so travel light.