EVE New Citizens Q&A

Kestrel frigate if you prefer missiles, Merlin if you prefer (rail)guns.

The linked EVE University fittings show a PVE fitting for the Kestrel, because missiles are typically preferred for PVE, but don't show a PVE fitting for the Merlin. You can kind of copy the mid slots modules from the Kestrel example, and put a magnetic field stabilizer in the low. Caldari typically prefer rails, and you can try the popular 125mm Railguns, or you can try the Small xxx Blasters for a short range setup.

Play with the in-game fitting simulator to see what you can fit given your currently trained skills.

EDIT: You do not need Warp Disruptor / Warp Scrambler or Webifier modules for PVE, those are to catch and hold PVP ships. The mission NPCs will not try to warp away or escape the fight.

Long range for frigates is about 20 km, and the Light Missile Kestrel or 125mm Rail Merlin will do.

NPCs in the mission areas, unfortunately, prefer to fly at you and orbit closely; the missiles will work at close range but the rails will have some trouble with tracking, so the Afterburner in the mid slot becomes extra-important for the Merlin to allow you to stay at 15-20km away from the NPCs.

As far as not losing ships, general fitting principles for EVE are:

1. Decide a range you prefer.
2. Fit all the weapons to hit at that range.
3. Fit AB or MWD propulsion module to let you dictate range during the fight.

4. Fit all the remaining power grid that the ship has into one type of defense, either armor (if the ship has many low slots) or, in your case, shields (if the ship has many mid slots). "Tank" means a shield booster, shield hardeners (for resistances), and possibly a shield extender (extra shield). Unfortunately, frigates don't have enough slots for a proper tank, so for a frigate just a shield booster and maybe an extender or hardener is enough.

5. Fit for enough capacitor recharge to give you juice to run the guns and defenses for a while. This means Cap Recharger I, or Capacitor Booster (with battery charges) in the mid slots, and capacitor recharge rigs. Rigs are "extra" slots that you can use for capacitor if your ship doesn't have enough regular slots to fit.

6. Fit the low slots with either damage module (Ballistic Control System for missiles, Magnetic Field Stabilizer for rail guns), or utility (Micro Auxiliary Power Core or Reactor Control to give you more power grid, Damage Control for resistances, etc.)

7. Undock and try to control the fight to match your range and defense tactics that you chose in step 1. If the fight doesn't go your way, warp away to recharge and repair, and come back at it. Some missions will force you to warp in, quickly kill a few ships to reduce the enemy blob, then warp away to repair, and come again.

Thanks for the advice, as always :)