That an extremely safe place to see a show, it sounds like everyone warning you might just be wary of cities in general. World Cafe/WXPN is affiliated with UPenn and is technically on their campus, which is well lit and taken care of. Plus the venue itself has a restaurant and bar in it, so if you’re really feeling unsure about walking around you can get everything you need for the night in one spot. Also that should be a pretty good show!