I do not feel safe here.
'Sicuro' — si-CU-ro. Hard 'c' before 'u'; stress on the second syllable.
Say this to a hotel receptionist, tour guide, or police officer when you feel threatened or uncomfortable in a place. Trust your instincts — Italian police (Carabinieri, Polizia) are generally responsive to tourists in distress.
'Non mi sento sicuro' uses the reflexive verb 'sentirsi' (to feel). 'Sicuro/a' agrees with the subject: 'sicuro' if you are male, 'sicura' if female. 'Qui' (here) locates the feeling. The phrase can be extended: 'non mi sento sicuro in questa zona' (I don't feel safe in this area).
C'è qualcuno che mi segue.
Someone is following me.
Specific threat — go to a public place and call 112.
Mi sento minacciato.
I feel threatened.
Formal statement for police or security.
Dov'è la stazione di polizia?
Where is the police station?
Find the nearest police station.
Italy has two main police forces: the Carabinieri (military police, nationwide) and the Polizia di Stato (state police). Both can be reached on 112. In tourist areas, there is often a dedicated 'Polizia Turistica' (tourist police) presence, particularly in Rome and Venice.