UMB isn't the nicest or roughest part of the city. MLK kinda divides it from the "west" side of the city, which is generally rougher (sowebo/pigtown are on the come up though).

Mt Vernon to the north, and downtown/fells to the east or fed hill to the south are all fairly safe nightlife and walking areas.

Some people think the market is dangerous but I have been there dozens if not hundreds of times and have never been so much as hassled (I am mildly tall white man for reference). Only area around there I would avoid at night is McCulloh Homes, but I am not super familiar with it so maybe others have a better sense.