Avoid the areas around train stations, particularly at night. They can be unsafe as opportunists will wait for tourists getting on and off trains.
Conincksplein area has a bad reputation for having a lot of drug users around so it is best avoided.
Falconplein also has a reputation for being a bit of a ‘dodgy’ area.
Unfortunately, areas around the central station are not the nicest parts of the city so take caution as you are arriving or leaving whilst it is dark, particularly around the station exit via the site of the zoo. If possible, try to go in a group.