1. When I started out MSing, my credit was crap because we were young and poor and I married into debt. So if anyone stole my SSN, they'd be insisting I took it back. LOL Now that I've gotten it all straightened out, I know I can trust the companies I'm with and I'm not worried about it. Just do a search for any new company here or look on the list to check that they're legit. Once you've been around, you'll get the feel for what is a legit company and what's not. Sign up with all the Prophet, Shopmetrics, and SASSIE companies. The applications are easy and you don't have to worry whether they're legitimate or not.
2. Driving unknown places. Only you can decide if you feel safe or not. Stay within your comfort zone or not too far out of it. That varies from person to person. When you get the hang of things, then you can be more daring.
3. Have fake information ready to give associates so you don't have to worry. If you MUST give a phone number, do what many do and get a Google number. Then it can't be traced to you.
Some things as a newbie you might want to do (not safety-related, though):
When you write what cities or zips you'll shop, give a sample narrative of a store/restaurant/hotel stay, save it to Word so you don't have to write it all over again. It'll save you LOTS of time rewriting everything.
Use the MS Bible or some other program to track your shops, due dates, pay dates, company passwords, etc. Google MS Bible to see what I mean.
It doesn't hurt to save your notes or narrative so if there are questions about a shop, you can refer back to them to ensure you do have the correct information to offer as it'll help refresh your memory.
Good luck!