I am currently orbiting a planet and when I tried to enter lightspeed it said I was stuck in a Gravity Well. I am scared to move to one of the many stations bordering the planet, because I do not want to be shot down.
PvP combat is only currently implemented on the ground on the planets Derra IV and Serocco - you cannot currently be shot down in space.
When using the sublight travel screen, any co-ordinate with a red overlay is inside a gravity well and you cannot enter hyperspace from that co-ordinate. Simply move out of the area and engage those hyperdrives!