I currently live in one of your neighbouring countries (I'm on exchange in Helsinki this academic year) and I'll just say that in comparision to Scandanavia, there is more crime in the UK. This does not mean that you will certainly be a victim of it should you come to university here. It will mean you have to be more vigilant than you might be at home, thats all.
For example, my impression of Finland is that there is zero crime and I live in student accommodation on a lovely residential street in Helsinki city centre, yet my neighbours (who are not students and are 'real adults') will regularly go out leaving their windows open, and never lock their bikes. I don't think I have actually seen anyone other than the international students using a lock for their bike, whereas if you left your bike without a lock at home it would probably not be there when you got back. I hardly ever see the police around in Helsinki at night, even at the weekends, whereas in cities at home this is normal especially around the main clubbing/pubs areas. We noticed the same thing when we were in Stockholm.
Take your camera, laptop etc with you when you move - you're not really going to be able to survive life as a student without them for one, and two, providing you're not stupid and leave your laptop out in the library when you go to a class, or leave your camera on a table in a pub when you're at the bar, you should be fine. I've never had anything stolen, in Edinburgh or elsewhere in the UK.