There are a surprising number of people who walk the Camino Frances on their own. In my experience it was about 50:50 men and women and from what I saw women were confident walking on their own providing they took the usual precautions. The risks are probably less than in most cities. Before people take issue with this statement it is my experience having walked around 2000 km in Europe. That does not mean there are no problems ever. It is a matter of weighing up the plusses and minuses.
Walking on your own provides a lot of freedom to decide what you want to do and when; where to eat and sleep and how far to walk.
Having said that, on the popular routes like the Camino Frances you are hardly ever out of sight of other walkers; at times there are too many and if they are chattering it shatters the peace and quiet.
I walked the Camino Frances on my own and found it provided very special benefits including time to reflect on my life, come to terms with a lot of the otherwise continuous chatter going on inside my head and to challenge much of the auto generated feelings and thoughts that otherwise seem to subtly or otherwise direct my life. It is very meditative to walk step after step for hours and gain some peace and space for reflection.
In the evenings people tend to share meals or find others to talk to and discuss the next days walking or seek advice about blisters, backpacks or any health concerns.
I have also walked two Caminos with a companion and it is a different experience. Having someone to talk to and share meals and experiences with has its benefits however there isn’t the solitude of the sole walker.
It comes down to what you are comfortable with but don’t be put off the opportunity for this wonderful experience if you don’t have a walking companion. There are lots of friends you haven’t even met yet.