There is the evening, and then there is the way home. For a lot of people it is the way home that weighs: that stretch of street where you quicken your pace for no clear reason, where you hold your keys a certain way, where you glance behind you. It does not have to be that way, and it is certainly no reason to stop going out.
The first habit is choosing light and movement over the shortest route. A busy, well lit street sometimes adds three minutes, but a dark empty shortcut is not a time saving, it is a bet. Your fastest route is not necessarily your best one.
The second is keeping an ear on the world. Two earbuds at full volume means two senses cut at once. Keep one out, or simply turn the sound down. Hearing a car slow down or a step speed up is often what buys you a second of warning.
The third is not being alone for real. Before setting off, start a protected trip towards home. Someone close to you knows you are on your way and where you have got to. If anything happens, the alert goes out without you having to unlock anything, and your location is shared. You are walking alone, but you are not isolated.
The last one is knowing which door you can push open. A shop still trading, a station, a partner venue spotted on the map. Having in mind, before you need it, the place where you can walk in and ask for help completely changes how it feels to cross an empty street. Safety is often just that: not being caught off guard.