Is mining worth it for a new player?

Yes, as a start. It is low risk, relaxed, and teaches you how EVE's economy works.

• Start in a Venture, the mining frigate. It is cheap and can mine ore and harvest gas.
• Mine with others. Corp mining ops are faster, safer, and more fun than mining alone.
• Train the mining skills first, then reprocessing skills later if you want to refine.

In GFVX you can sell your ore at home through the corp buyback at 90% of Jita buy, so you can mine without hauling to a trade hub.