Generally, the areas you are talking about in Baltimore are fairly safe. But like in any city or even the suburbs, you need to take precautions and be aware of your surroundings.
Another option for transportation is to take the light rail. It terminiates right in the Amtrak station and will take you right across the street from the convention center. To get to the convention center, it is easy, it will be the only train choice from the station. To get back, you need to look for a light rail that is going to Penn Station (other options going in that direction (north) are Hunt Valley or Timonium). If you get on the wrong train, you will need to get off and transfer to the correct light rail at Univeristy of Maryland Mount Royal Stop (which in reality is only a few blocks from the station which you could walk to the station if you wanted to from here). I think trains run about every 30 minutes to/from Penn Station. I think it is about $1.50 each way. You buy tickets before boarding and it is the honor system to get on/off.