While I felt safe and comfortable during my time in Saudi as a female traveler, it’s not a country I would recommend traveling to solo. Because of Saudi’s communal and generally conservative culture, it makes the most sense to travel to Saudi either with a travel guide or with a friend that knows the language and culture.
Every country is different in its norms. While no one would bat an eye if I ate by myself in Japan, it would be unusual to do so in Saudi Arabia. Knowing the generalities of Arab and Muslim culture (and learning these from locals) and picking up a bit of Arabic would go a long way, too.