I am Alkis from Thessaloniki. It s my home city for 24 years I can tell for sure that our city is really safe and comforting and yes you can wander around as a woman alone, however, as in any city I cannot guarantee you that walking alone at 2 am noone will tease you and I wouldn t exclude a worst-case senario that somebody would try to rob you, but the possibilities of that are the same with an average urban centre and you have to be really unlucky to bump into something like this.
Other than that, know this Thessaloniki if I could divide Thessaloniki into three parts, thosw would be the city centre, which is the most popular, crowded,attractive, glamorous of all. The west part ( Evosmos, Stavroupoli, Neapoli, Ampelokipoi Ilioupoli) which is in general the most under-privileged part with most migrants and people of other ethnicities living there, while the transportation is not as good as the rest of the city and the east part, which is the most privileged,wealthier one clearly better at all levels from the west part and almost everyone who comes in Thessaloniki for a while either for renting or a hotel lives there after the city centre since its the most expensive of all. Now, if in the east part there are also regions different from each other but it depends on what you are asking for renting, staying for a week, living for more than a semester. Ask me anything ypu want I wpuld be happy to help you !