Amsterdam is generally a safe city, particularly when compared to other world cities.
You should, of course, keep a close eye on your personal belongings, as you would in any city.
If you buy or rent a bike you must always lock it very securely, as bike theft is relatively common.
You should also take precautions just as you would at home, including always locking your door and closing your windows when you go out, even if you won't be away for long. Violent crime in the city is rare, and Amsterdam usually rates among the safest world cities. As long as you take sensible precautions, as you would in any city, then you aren't likely to have any issues with safety in Amsterdam.