Arm yourself. It's a cutthroat galaxy out there, and you'll need combat skills to survive.
Why buy cargo when you can pirate it from a fellow Commander? Why explore distant systems when the data can be stolen? The galaxy is filled with vulnerable pilots, but The Pilots Federation takes care of its own.
Commanders who go rogue will accrue a bounty from The Pilots Federation, making them fair game for a would-be bounty hunter in Elite Dangerous' connected galaxy.
Combat, alone with Trading, Exploration and CQC offers progression to the rank of Elite. Rogue Commanders, assassination missions, or paid wetwork from one (or all) the galactic superpowers can bring wealth and respect.
Combat offers direct progression to the rank of Elite.