Crime against foreigners is unusual but not unheard of. Exercise normal safety precautions and ensure that valuables are secure.
Travel within North Korea is heavily restricted. You will almost always be accompanied by a guide and will only be allowed to follow the confirmed itinerary. Military checkpoints at the entry and exit to all towns/cities usually require sight of your identity documents before allowing you to continue. Always carry some form of identification with you. Hotels will want passports for registration, but these can usually be reclaimed within the hour.