I really wanted to walk the Ridgeway and I knew it would involve 3 nights wild camping out of 6 nights due to a lack of campsites and a lack of funds to book into a B&B. I prepared myself by walking through some local woods at night, I was really nervous at first but after a couple of minutes this eased off although disturbing the odd roosting pigeon and pheasant gave me the collywobbles for a mo.
I then decided to walk the same route the next weekend and bivvy out. I sat quietly in my chosen spot for a minute or two didn't feel right there so moved on the next spot felt better. I did sleep but would wake at noise or movement, but I got a real sense of achievment in the morning.
On walking the Ridgeway I found it fine. Following the rule of pitch late, leave early. I was pretty tired by the end of the day. The only bad experience I had was waking up with a massive slug on my cheek. The first time I walked it I used a bivvy and tarp set up, so I could look around if woken. The second time I walked it I used a Vango Banshee Flysheet and bivvy bag. Just used the bivvy on nice nights.
I never carry weaponry as others have stated it will probably just make the situation worse, and I too believe you are much safer out in the countryside at night than in a town or city in the daytime even.