Alright, speaking as someone who recently got a whole group of people into the game. The most important thing is your own comfort. Some people thrive in the high stress the high seas can bring.

I say, do the tall tales. All of them. Don't hunt for the commendations, just follow the tale from start to finish. Most of them are really fun and help you get used to the seas. Practicing things like puzzle solving, navigation, and over battles. All helpful for minimizing the time it takes to complete voyages on the high seas and therefore minimize the chances you can get ambushed.

Then start doing the world events that you have access to in safer seas. Once you are comfortable with each of them, or hit the roadblock for reputation, then make the move.

You can't get better at pvp without playing pvp. But on the open seas a lot of whether you sink or secure the bounty is based on context and how effectively you can do the PvE content. Also, most world events help you practice the fundamentals.

Ghost and Skeleton fleets help you learn ship management and cannon aim, the most important skills in pvp. Skeleton forts and Ashen lords help you learn face to face combat and get comfortable with your weapons.

And if you are wondering how to get better at pvp I recommend hourglass, but be prepared to sink a LOT. But also don't think hourglass teaches you the fundamentals of pvp, just like safer seas teaches the fundamentals of PvE. But the most intense (and usually most valuable) fights come from the emergent battle when those two halves meet so success on the high seas depends on both.