It's not weird - it allows to go at your own pace, and have moments of self-realisation too, not to mention building self-confidence and resilience (you can't take 3 different trains and walk a couple of miles to get to a booked hotel in a country where you don't speak the language without have some resilience and resourcefulness).
This being said, it's obviously a bit more dangerous, especially depending on where you go.
Might be prejudice, but if you're looking to travel to somewhere with a less than desirable reputation, then perhaps bring a friend.