There is always a risk of something bad happening, with or without people present. It is a very good idea to have some one come with you when you go out riding, however that is not always possible. You can get a cell phone and keep it with you while you ride, if you happened to get injured or need help you could call. It is alright to ride a horse alone in an arena, it is a lot safer- the horse cannot run away, someone is bound to see you or get to you.