How safe it is to move around the campus?

After living in Japan for 6 years I moved here for study. I currently stay at GH and every store is 20-30min walk, which easily walkable and I don’t mind at all. But everyone here keep mentioning about taking a bus for everything like even for a place half a mile away because it’s not safe.

I just moved in 2 weeks ago and wonder how much truth does this hold. I believe it won’t be a problem to walk in day time. But will it safer to lets say walk from GH to CPT after 6 or 7 PM?