Wormholes are temporary gates that can take your ship from your current system to almost anywhere else in space. Some wormholes go to highsec, lowsec, or nullsec space, and are sometimes valuable shortcuts around the universe. Some go to dangerous “uncharted” areas referred to as “wormhole space” or “w-space.”
W-space areas contain the most lucrative exploration sites in the game, but most of them are guarded by powerful Sleeper NPCs, even the Relic and Data Sites that are so tame in high-sec. (As of the Phoebe release in late 2014, nullsec Relic and Data sites with Sansha, Blood Raider, Guristas, Angel and Serpentis in their names are unguarded sites in WH space. So after learning more about WH's, if you have enough data/relic skills, you could consider running these.)
For these reasons, at the start of your career, you should leave wormholes alone… but don’t forget about them! Later articles will go into how you can begin dipping your exploration toe into the vast, untamed pond of wormhole space. See the Wormholes information page.