I think it's natural to feel uncomfortable when doing anything new to you. Like they said just be careful and take precautions the same a person would that is hiking, or boating alone. As time passes as with any other new adventures you will become more and more comfortable with it.
Just keep in mind never get too comfortable, and if I'm wrong and you don't become comfortable hunting alone then don't do it. After all it's supposed to be an enjoyable experience.