I am an 18 year old girl from Hong Kong thinking of travelling to Europe for a month. My parents are worried about letting me out and the security problems in a foreign place. My English is okay but not very fluent. Will I have any problems of communication? What should I take to ensure my safety when I travel from place to place? Would it be dangerous as I do not have any solo travel experience? I haven't decide where exactly I will go. I've just start thinking about it recently. Sorry that I'm not very organised. Could you please point out anything I can improve for my question? Thanks
This answer is an overview since the question is broad so I'm making it a "community wiki" so we can all just edit and perfect a single broad answer.
There are three factors to your question: Europe, Travelling alone, and Safety issues for female travellers. Let's look at them.
It's big. Really big. Some parts are safer than others. Wikivoyage has an article on Europe that has a "stay safe" section:
The biggest risks to your safety in Europe like in any major tourist area are pickpockets and muggings. Using common sense and being aware of your surroundings can help to greatly reduce the risk of these occurrences. Remember alcohol is an integral part of many European cultures but overuse can lead to violence and poor judgement! In general, bars and pubs are not a place where alcohol causes these problems in Europe but it can end up being a big problem on the roads.
Most European countries have very low levels of violence compared to the United States. The main issues are drug use and gang related violence which are most prone in Britain and France, but it's virtually unheard of for any tourists to be involved in such issues. The few "trouble areas" to avoid are the run-down suburbs of certain urban areas (particularly in Europe's largest cities); some places in eastern and southern Europe do have much higher violent crime rates and can be very dangerous for non locals, but these areas shouldn't be of interest to the average tourist. Central and Western Europe are generally the safest regions.
Europe may be very urban and densely populated in general, but as always when traveling in rural and forested or mountainous areas, take the proper precautions. All it takes is one wrong turn down a ski piste and you are stranded. Time to take out the cell phone. Did you bring one?
For more information see Common scams which contains many Europe-specific scams.
Safety issues for female travellers
Everybody, please contribute!
This related article addresses the same thing, but it is targeted specifically to Morocco.
It seems this question has already been asked from a slightly different perspective. It has many useful answers and is considered protected.
This is some helpful information about safety in Scotland but is broadly applicable all over the continent...
Pickpockets target tourists, especially at historic sites, restaurants, on buses, trains, and the Underground (subway). Thieves often target unattended cars parked at tourist sites and roadside restaurants, looking for laptop computers and hand-held electronic equipment.
Visitors should take steps to ensure the safety of their passports. Visitors in Scotland are not expected to produce identity documents for police authorities and thus may secure their passports in hotel safes or residences.
Source: Frommer's Scotland, 8th Edition, 2004, ISBN 0-7645-4126-9