I'm actually pretty spiff when it comes to reading comprehension. "Going into" is something that a resident of such a neighborhood would do after, say, leaving it to work or shop or visit with friends. You were not specific, and words have specific meanings. You had a picture in your mind of what you meant, but since you didn't share that picture with me, I didn't see what you saw. Nevertheless, I can think of a simple example of where you'd "going into" a bad neighborhood for a legitimate reason, even if you didn't live or work there -- visiting someone who does.
Aside from that, I think maybe your definition of "coward" needs to be revised. You can be either brave or cowardly while feeling mortal fear, regardless if an objective evaluation would find that the fear is justified -- brave is being afraid and doing the hard thing anyway, cowardice is succumbing to your fear and failing in your obligations as a result.
Finally, there are predators to be found everywhere. Even if you've never even seen a bad neighborhood on TV, a sufficiently bad experience can teach you the necessity of a weapon for personal protection -- and don't tell me that's an indicator of mental illness, because if you do you'll only be making it blazingly obvious you have no clue what you're talking about.