Goa is generally a safe place to visit but there are a few things to keep in mind. Thefts from rooms can be a problem, especially at cheap beach lodgings. Leave valuables in a hotel safe if possible. Avoid walking alone on unlit streets at night, especially in South Goa - muggings and sexual assault have been reported. Although drugs (hash, ecstasy, acid) are available at Goa's party scenes, they are very much illegal - possession of even a small amount of charas (hashish) can land you in Fort Aguaga prison with 10 years hard labour!
Take care swimmming on Goa's beaches. During the monsoon (June to September) the ocean is definitely not safe, but even during winter, rips and undercurrents can cause problems. Finally, women should be aware that topless sunbathing is illegal in Goa and even wearing a bikini is likely to attract groups of gawking guys on holiday from Mumbai.