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Also, you can always just ignore missions and do something else. So if you have troubles with your current ship, you can do other missions first, buy some miner ships to work for you to earn some money, so that you are able to upgrade your ship or even buy a new ship for yourself.
And no, dropping EMP bombs doesn't anger the station. But if the little police ships watch you doing that, they may get angry and attack you. But it's not like the whole station attacks you.
If you have some problems with the game and can't find it out, make sure to check the guide section, the game forum on Steam and Reddit. Other people probably had the same question, too, which was answered.
We know that X4 is a bit hard to get into it, but it's worth it. Don't hesitate to ask for help. :-)
I did finish the tutorials so I know how it should look like, but unfortuntely the story mode character does not start with an EMP bomb (that I know of), nor does the game communite that data leaks are not guaranteed. I was going mad over this because I found it once before on the very same station. I'd like to stick to the story mode but with the beginner ship I feel gravely underequipped to even attempt anything that might anger a station and shoot me to pieces, and an EMP bomb doesn't sound like a friendly tolerated activity.
Not sure if you are trolling. But in case you are serious and exaggerated a bit: Data leaks are not guaranteed. If you really, really want to scan a data leak (to get the blueprint of a module) you can craft (or buy) an EMP bomb which you can drop on a station module and detonate to create several data leaks.