How do i be more safe while walking my dog?

im always paranoid when i walk my dog around my neighborhood. i feel bad cuz i never take him out for excersize. anyway one time i was walking and this creepy ugly guy came out of his house and said... you need help walkin that dog??.. ugh! like stuff like that happens i think im gona get stolen and i want to walk my dog so bad and i want to do it by myself so any ways i can keep safe?? lol or just tell me some helpful info please??