Okay here is my "be safe!" rant.
It all starts with awareness. It's hard for Ni dominant people to be aware of their surroundings but really try to tap into your Se or even Ti, just see everything as impersonal data. Focus on concrete details and just be aware of your surroundings. If you can't see something coming, you've failed already. So having said that, this is the common mistakes people make and how NOT to do them:
Don't listen to music when you are walking and on the tube thingy. Save it for when you are sat down on the train.
Always listen to your instincts/gut feeling. Your brain will tell you if there is danger by releasing adrenaline into your bloodstream, it is telling you there something wrong. Don't ignore these feelings! Most victims of attack always report how they "had a bad feeling" about a something (adrenaline/anxiety) but they ignored it. Don't be afraid to cross the street, turn around or pretend to talk to someone on the phone if you don't like something ahead.
Try to "look" confident when you walk around (head up, make eye contact, walk fast and with a purpose) You are making yourself a "hard target". This makes you a significantly less selectable target because you don't look "easy"
Don't take dodgy short cuts even if you're running late. Really obvious this one but many people think that self protection is about feeling confident walking through a dark place. If you were taught properly, you wouldn't walk through bad looking places in the first place.
Doing these basic things and being aware of your environment will just put you miles ahead of most people, in terms of staying out of trouble. You don't have to be paranoid, just keep it in the back of your mind, that way you can still enjoy your life and not feel like ninja's are gonna jump out every second (I had a problem with this when I first started)