Looking for some advice about travelling solo - have many people done this and how did you feel about going solo?

I ve been bugging my brother into going back to new york but he is in two minds and well i am tempted to go solo but am a lil worried i guess a bit about beind judged as a weirdo in regards being there alone.
has anyone been somewhere solo?
how did you find it?
did you feel safe?
any tips-pointers?

many thanks for reading and hope to hear your experinces