Austria is a very safe country. Visitors will generally have no trouble walking around at night in cities.
Theft Take usual common-sense precautions: keep valuables out of sight (on your person and in parked cars). Pickpockets occasionally operate on public transport and at major tourist sights.
Natural Dangers Every year people die from landslides and avalanches in the Alps. Always check weather conditions before heading out; consider hiring a guide when skiing off-piste. Before going on challenging hikes, ensure you have the proper equipment and fitness. Inform someone at your hotel/guesthouse where you're going and when you intend to return.