You always want to meet or have your interview in a public place during a decent hour when people will be around. Most employers typically will schedule an interview at their office/business. Avoid meetings scheduled in hotel rooms/suites, bars, inside of vehicles, open parking lots, etc.
In today's word, people also work out of their homes. However, a private home can also be risky. Consider asking the employer to arrange another location for the interview such as a coffee shop, hotel lobby, library, or public conference room.
Research the area where you are scheduled to interview. If you are concerned, you might consider asking the employer to meet at another more professional and public location. If you still feel unsafe, you need to ask yourself whether you want to put yourself at risk for an interview. If the employer pressures you or expresses feelings of upset or disapproval, you should consider whether you want to work for that kind of employer.