I think it goes without saying, but don't do anything you wouldn't do in any other country. Don't walk alone in the dark, empty streets at night. Don't carry large sums of cash on you. Don't befriend strangers and hope for the best.
Whenever you're exploring, especially at night, try to gauge the presence of other women. When I traveled to Morocco alone, I found many restaurants right off the tourist path that only had men inside. Usually, this means they only cater to men. While they probably will serve you since you are a tourist, you might feel uncomfortable there. Keep walking and find an option with women and children inside.
