If it looks like you're going to miss a planned connection, the first thing to do is contact the railway staff. They are obliged to help, such as provide alternative connections or overnight accommodation. Or they might hold the connecting train, if possible.

Depends on the station of course or the neighbourhood around it of course. Difficult to state without knowing exact places. But in general there’s not much to worry about. Just keep a good eye on your bags in stations in bigger cities.

Hundreds of thousands people, if not millions of people take the train every day in Europe without any sort of security problem.

If you happen to get stuck somewhere in the middle of the trip, between A en B, it’s the responsibility of the transport company to get you to your destination via other means or provide you accommodation.

Hi, I did two weeks on my own and two weeks with a 9-year-old last Summer. I did not feel unsafe at any point. Also, my experience is that trains often wait for connecting trains on the popular interrail routes. So even if it looks like you’d be missing your connection, there’s a good chance you won’t. (Especially if it’s the last train of the day). 

Of course, I imagine there can be scary neighbourhoods in Europe’s large cities. But in general, no need to worry, when you yourself act in a sensible way. (I think many if not most incidents happen because the person they happen to is way too drunk). Also, there’s usually security at the larger train stations, it might be worse outside of them. 

I’d encourage you not to worry! 

In short it is as a very broad rule not that different from what the situation is in Osterreich. And many minor stations (highly unlikely you will get stuck there) simply will be closed after last train till 1st train next morning. It also varies dramatically how serious railways take that obligation-every country has its own ways. BUt as above: in any case YOU willl need to contact them as 1st step-as also would be on OeBB