Hi Anna. Most colleges/universities have established exchange student/study abroad programs. As such, most have security protocols and risk management policies in place to increase the safety of students. If you get into an international program and travel- certainly follow the advice and guidelines provided....even if they sound silly or like basic common sense. I have heard first-hand how incredible the study abroad experience can be. Unfortunately, I have also heard first-hand some horror stories of how some US exchange students got mixed up in some dangerous situations. To be honest though, those were the result of them leaving common sense behind and ignoring the safety protocols. (i.e. One went out drinking at a bar alone, another walking by herself in the middle of the night in a seedy part of a huge city).
Overall, participating in a study abroad can be an amazing experience, just understand where you are at, and be smart about the simple things to avoid potential dangers.
Best of luck!
Good luck in your search.
You can also count with the help of non-for-profit organizations focused in study abroad programs, like IES Abroad, CIEE and others. They can provide you with all support you need during your experience. In some countries they have offices and a networking ready to welcome and help you out.
In terms of safety, I agree with Robert. Don't put yourself in a vulnerable situation and nothing bad will happen to you. Study abroad is an unique experience that will change your life forever - don't let any fear hold you back!