I attended Uchicago undergrad, and I never had an unsafe encounter in my 3.5 years there. I would often walk back alone from the Regenstein library to my apt 3 blocks away at 1-2 a.m. In the past, Uchicago had such a reputation for being in an unsafe area that it was a huge turn-off for applicants, and so the school has really beefed up its security. I think we have one of the largest private police forces in the country. You are more likely to be harassed by a corrupt Chicago Police Department officer than a mugger. But the campus police officers are super nice. Also, the whole Uchicago campus is tiny compared to most schools, so it's not difficult to get around by bike or simply to wait for a shuttle/escort if you don't want to walk.
That being said, be safe and aware of your surroundings. If you don't feel safe walking alone at night, then don't. There are van services and police escorts to help you get home. I did find the med school library (Crerar) area to be less well lit and was scary for me only because I'm afraid of the dark and shadows of construction equipment.
Congrats on Pritzker!