If visiting the Forte dos Reis Magos, it's highly recommended that you take a taxi there, and not walk along Praia Forte; recently there have been an increasing number of robberies and assaults of tourists along the beach, past the populated areas actually, one should not walk to the Forte because it is far away - about 3 km - from the nearest hotel or bus stop.
Natal used to be the safest capital city of Brazil, but recent statistics (http://www.mapadaviolenci...) show that this is not true anymore. Yet Natal is still much safer than other touristic cities in the Northeast of Brazil, like Recife, Fortaleza and Salvador. Pick pockets follow the tourists, but violent assaults are rare. The city is conscious of the importance of tourism, which causes the Government to invest heavily on ostensive security of the busiest spots.
