Well, I moved to a foreign country right out of university and have been living alone almost ever since. (brief four month period, I had a roommate) It's been eight years now.
As a female living alone, yeah, sometimes it is scary. I generally make sure that I get some good locks on the doors. I rarely stick with what is on the door when I arrive--I have personally supplied half a dozen places here in very good quality deadbolts. Get a heavy-duty deadbolt and get a safety lock. It'll always make you feel better. Move someplace where your windows all shut securely and lock. Seriously, check this out; don't assume that they work.
One thing you will find is that your dogs will be your best burglar deterrent. Mine warned off the guys trying to climb through the windows that had broken locks. They will bark when anyone is messing around with the door. And generally speaking, no one is going to continue to try to come in because chances are, they didn't want anyone to KNOW that they were trying to come in. Having my dogs with me has always made me feel safer.
Fires. Yes, I have a horror of a fire breaking out and my babies burning to death while I'm at work. Luckily for you, you live in a country where firefighters will actually make an effort to rescue any pets if they know they are there and it is possible. Get some of those decals to stick on your windows and your doors to let firefighters know there are dogs (and how many). Plus, idiots thinking of breaking in will know immediately that you have dogs and will probably bypass you. One thing I dearly LOVE about where I work now is that I can look out my classroom window and see my building. I can see my windows. If there is a fire, I'll probably notice it before anyone else.
I have lived in some really crappy places and some really unsafe places. The worst wasn't here--it was Texas. That is where I learned that you should go to a police station and ask about the neighborhoods you are thinking about moving into. If I had done that, I wouldn't have ended up in the middle of the biggest crime area in the entire city. (with windows with broken locks) So yeah, talk things over with the police. Not only can they steer you away from places you were thinking of but shouldn't have been, but they can also point you to good places. They will know which apartment complexes they never or rarely visit. They'll know which places they'd want THEIR daughters living. Cops are very good about this. (My impulse is to tell you to bring a small gift of food when you go, but perhaps I've been living in this country too long.)
I first moved out on my own when I was 20. It was lonely. However, having roommates can be terrific or really really terrible. I was very lucky. I went through a lot of roommates while in university and none were terrible. In fact, that's how I ended up where I am now--I had a roommate from this country. All my roommates were from foreign countries. I preferred it that way because I wanted to learn about other countries and it was a lot easier to find someone more interested in studying than partying when I looked in the foreign student population for a roommate. However, I've heard all kinds of horror stories about roommates. I've heard of pets ending up dead because they were fed something that was poisonous (such as chocolate) and pets ending up on the streets because a roommate let them out either accidentally or on purpose. And even if your roommate is a dog lover and would spoil your babies like they deserve, how do you know that every single person he/she invites over will be the same way? In university, you frequently have to work in a group with classmates that you may not even like. What if a roommate had her/his group over to your place to work on the project and one of the group members didn't like dogs and gave your precious baby a kick as he ran up to greet the people? I would really try to live by yourself and don't get a roommate unless you meet and get to know someone FIRST. It's better to be on the safe side.
Finally, enjoy it! But, don't live alone too long or you'll end up like me! I'm so used to everything being exactly where I put it and not getting moved around. I'm not cleaning up after anyone (except the dogs and their mess doesn't count). I don't have to answer to anyone when I leave or come home. That is really nice and I'm now too set in my ways to want to live with anyone (which sorta leaves out marriage entirely).