Short answer: Not very dangerous, and you shouldn't need any escorts unless you've already managed to piss off another player.
You can see every fight that's ever occurred anywhere in the galaxy in the past ~2000 turns through the Corporate -> Battles menu. Pretty much everywhere is safe. Fights between players almost never happen (aside from the ongoing grudge between Protodrone and BlackStar), and hostile NPCs are usually quickly put down by players. However, you shouldn't assume that this will always be the case. The dev will put in larger NPC entities in the near future, and the relative lack of PvP probably has something to do with many players being crammed together in the Sol system and no one wanting to risk sparking a larger war. Guilds are trying to claim frontier systems for themselves, so that's probably where the PvP will become heated.
Having said all that, intercepting a moving target is difficult. Movement occurs before combat, so if someone were trying to attack your freighter, they'd have to know which tile your ship will be at, move their forces there and issue orders before hand. If their forces aren't faster than your freighter, that would be their only chance to attack until your freighter arrives at its destination. Considering how expensive ships are to maintain, you're probably better off leaving your freighters unescorted, and defending just the endpoints of its route and other important facilities. Unless you think another player is trying to wipe you out, in which case defend everything and make strong friends.
Edit: Related to my previous post and probably not worth double posting: Someone actually is selling a few level 1 freighters via public contract, although he's asking for $2 mil each (they cost $1 mil to build).