Violence from drug cartels is a major problem in Mexico. Do not travel out alone after dark, especially in heavily populated urban areas. Do not travel alone after dark, particularly in densely populated urban areas. Still, be careful, and watch out for any unusual behavior. Keep track of your possessions, as pickpockets and other types of petty theft are common. There have been cases of cartel kidnappings in different parts of the country.

Possession of minor quantities of drugs is legal in Mexico, but it is safer to prevent drug use at all. The justice system tough. 
Consult with locals to find out where to ride safely without a guide, and what places to avoid after sunset. They would be in a position to have the most reliable statistics.

Look out for riptides while you dive on the sea. They can be difficult to detect, but they can be very effective. Make sure to use sunscreen, and be careful of jellyfish.

If you're going by bus, don't put your bag in the storage space. This is a convenient way to rob your things. If you intend to take a taxi, contact the taxi service to ask for one instead of hailing one from the route. Rideshare services like Uber are available.