Hypothetically speaking, if I was a new player, starting out as the yellow team, and a blue player started following me around and shooting me, and then running away, and following me from station to station and ramming me, what should I do? If I shoot at him, I get a warning message that he is under protection. Am I allowed to shoot him? Is there a station that I can go to where blue players can not follow me? Can I hire protection? His ship is faster than my ship, and I can not outrun him.

Use the in-game mechanics?
Use your guns?
Outrun him (come on... surely you can outrun an EC-89 govbus)
Take the hit - he suffers massive faction loss and you're safe
Ask some yellow players to help you?
- Nice try Rhonda Slane (I thought you were muted?)
... or would you be advocating complaining to the guides/devs ?

hypothetically speaking, are you Roda, and was this blue player Foo fighter?

I'd laugh.

Hypothetically speaking, if I was a blue player minding my own business, idling next to a blue Heavy Assault Cruiser, and all of a sudden a yellow player docks in the Heavy Assault Cruiser and starts shooting me, what can I do? There is no way for me to harm the yellow player, because he is shooting from a blue Heavy Assault Cruiser.

I'd laugh at that too.

I'd laugh too, and then think, duh, why didn't I think of that, oh wait, I did.

I'd drop my health to 1% and start chasing the blue player!