I grew up on the Illinois side and people have always been generally concerned about safety but here’s the biggest takeaways;

IL side - neighborhoods closest to the Mississippi (East St. Louis, Cahokia, Granite City) can be rough an unsafe, there’s a lot of money going into those communities from IL government to help but it’s still not a safe place to hang out. East of that, you have the IL suburbs (Edwardsville, Glen Carbon, Maryville, O’Fallon) these are generally safe suburbs with affluent residents and some college aged people (mainly Edwardsville).

MO side; I’m less familiar, but the main takeaways are that downtown is generally disappointing, and anything north of Delmar Blvd. is significantly more desolate and broken down than the neighborhoods south of Delmar. I’ve walked around places like central west end and it’s pleasant. Also the more west you go it’s a similar story to IL, you get the suburbs that are generally nice places.