The practical risks are weather, dehydration, and injury rather than crime: Galicia has rain in every month, and a sprained ankle on a quiet stretch can leave a solo walker waiting. Carry a charged phone with a roaming plan, know that 112 is the emergency number across Spain, and start each stage early enough to arrive before dark.
Solo pilgrims find company at albergues, pilgrim menus, and the evening prayer meetings for pilgrims in Santiago Cathedral. The quieter Camino Inglés and winter months have fewer people on the path, so beginners walking alone usually choose the Francés in spring or September.