Safety is of the utmost importance when traveling or studying abroad. Just as when traveling in the U.S. you should be cognizant of your surroundings and use good common sense. However, common sense is not all that is needed. The more you know about your host country (and other countries where you will be traveling) the safer you will be. The following links are meant to aid you in that regard and are not meant to scare you away from your experience.
Tips for students from the U. S. Department of State.