Before you venture out, here are some things to consider:

What is your destination?
Shopping mall
Restaurant or bar
Concert
School
Vacation or different country

Will it be daytime or nighttime? 
This will help you consider visibility and influence how you might dress and/or equipment you might pack.  Or if you are driving, where you park.

What is the crime rate & what type of common crimes are committed? 
For example, if you are going to a crowded outdoor event you might be preparing for pick pocketers and choose to wear a belt pack (aka fanny pack) to hold your valuables.  Or if you are going to a destination vacation, make sure you do your research to understand if it’s safe to leave the resort and if so, what is the safest way.

What type of crowd do you expect? 
For example, if you are going to a rally you can expect that most people will be there for a peaceful demonstration but you should also be prepared that there might people who have malicious intentions.