This is what makes it so that you don't get killed out of the game when you get blown up. The pioneer you start with has one, but other than that, with a new ship, you always, ALWAYS need to buy one. So when you buy a new ship, the first thing you do should be hit Proxima Centari and buy an escape pod. Also, when you get your ship blown up and wake up in sol with a pioneer,
buy an escape pod immediately! Also, make sure you upgrade your engines in such a situation.