I hiked the Caneel Hill not too long ago, and ran into two females hiking solo, though I don't think it's a good idea to hike solo anywhere, because accidents can happen. Same with snorkeling.

Check with the National Park Center in Cruz Bay to see if there are any activities scheduled. That way you'll have the companionship and safety of a group. Do some day sails where you'll also be with a group.

Trunk Bay has lifeguards, so there's more safety there for someone who's alone, though they'll give you the "don't snorkel alone lecture."

The safest trail to do alone is probably the Lind Point trail, because it's a very popular trail, so you'll run into people along the way. It's short and leads to some beaches and Caneel Resort.

Though it's pretty safe to walk around Cruz Bay at night on the popular streets, just remember, "the freaks come out at night," and there will be some hanging around - mostly in the park, but probably other places, too.