If you're lost in a questionable area, try not to look bewildered. Walk quickly toward the nearest area that seems better lit or more populated. Don't consult your map in the street. Find a friendly looking store, restaurant, or building. Stop in to look at your map and ask for directions.
Doorkeepers are often helpful.
The easiest way to stay safe in any strange city is to avoid looking like a target. Don't carry a bulging wallet or loosely swinging handbag. Protect your money in a money belt or holster-type money holder that keeps it out of sight. Fanny packs, though convenient, mark you as a tourist. Leave precious jewelry at home.