Cities are areas where lots and lots of people live. They are all over the world and are generally defined mostly in terms of population density. Since sometime in the late 2000s or early 2010s, over half of the world's population has resided in cities, and that number is growing. So, how exactly do you expect us to generalize?
In wealthier places, people move to cities primarily because they offer more freely-flowing capital. Economic opportunity, however, is probably even less evenly distributed in cities than it is in rural areas, where local economic prospects are likely to have less variance (although there is also a lower upper limit).
In poorer places, people move to cities for similar reasons, or because they have been forced by some form of hardship (such as ecological blight or war) from the place where they previously lived. Some major number of people in cities around the world (as much as one in seven living people) therefore live in ad-hoc or extremely rundown areas of cities called "slums."
One near-universal feature of cities when compared to rural areas is that cities involve the intersection of cultural, ethnic, and economic perspectives and backgrounds at a much greater rate. As such, a person in a city is more likely to meet someone who is in some way different from them than someone in a small town. For example, someone in small-town America is less likely to encounter someone with a different perspective than someone in New York City.
On the other hand, especially in wealthier cities, the amount of money necessary to live in a city is more than it is in less populous areas.
Finally, cities, being full of people, tend to contribute more substantially to pollution than areas with fewer people. Many cities even continue to have highways despite being made up of places that are close together.
Because of the extremely wide variety of environments called cities, and because of their far-reaching implications depending on the angle from which they are considered, we can't really make a very useful determination on their danger level. On a personal saftey level, if you're in a wealthy part of the world, cities are mostly not dangerous.
