(a) Bring up the 'peoples and places' window and select the 'places' menu tab.

                                                                                                                     (b) From there you can set the search for 'solarsystem' and then enter the name of the system you're going to.
                                                                                                                     (c) You can even enter an abbreviated name for the system and the game will search for matches...
                                                                                                                     (d) A pop-up window appears. Choose the system you want from the options listed.
                                                                                                                     (e) Right click and choose 'set destination' (note that autopilot only recognizes 'solarsystem' destinations - there's no ability to set autopilot to actually dock at a station once it arrives at target system)
                                                                                                                     That's it. now, you can hit 'autopilot' and away you go. You'll notice you always warp in within 15km of each jumpgate or station along the route - you can mitigate this by using customized bookmarks that allow 'insta-jumping' but that's a story for another time.                                                                                                    Do not use this method of setting destination when you need to emergency warp. (in emergency situations, to avoid lag, it's fastest to hit F11 function key and right click to set destination to another system, then hit autopilot) - Hopefully, you've remembered to set a destination before you get into a risky situation, but we all make mistakes