As Danish said, you're more than free to but it probably won't get whitelisted. If you're worried about getting robbed you could either carry a gun with you, or join a gang that is already playing as that role as Fergus suggested.
On half price heli costs go as such
225k - Hummingbird
500k - Orca <----- Green can be scrapped by players
3 Mil - Mohawk
2 Mil - Hellcat
15 Mil - Huron
25 Mil - Blackfish infantary <-------- Ones in red can't be scrapped by...
You have to upgrade the house level in the windows key menu. You start with a bit of storage already so you don't need to buy a new level straight away.
Just to add onto that, you need to go to your house to find out rent prices and you can only pay once there is less than 10 days rent on your property. You can't see it using the properties tab in the Y menu.