Travelling alone and sleeping in dorms isn't really a problem. It's unlikely you'll meet one bad character, but what are the chances of a whole room full of them? Pretty low, I'd say.
The only time watch out is if you're walking around quiet areas, off the beaten track, where there's not many people around. Generally, if it's busy, the worst you should be vigilant of is pickpockets. If it's quiet, there's the threat of something more serious, especially if it's late at night. But hey, who wants to visit the quiet areas?