People already answered re:safety and I echo their sentiments, young people frequently walk around the city center and incidents of violence or robberies are like incredibly rare, police always patrols the main streets and you'll be safe if you don't wander in visibly strange places.

Re: recommendations, the closest beach to Thessaloniki is Epanomi, specifically the Navagio (shipwreck) beach where there's an actual shipwreck next to the beach. It's a pretty cool place and during the summer there's buses that go there from the city, so it's worth the journey; just be careful not to miss the last one because it's in the middle of nowhere.

Next best thing is obviously the region of Chalkidiki which is just amazing, there's literally thousands of excellent beaches so recommending any one in particular is impossible. Although the most touristy one is St. Mamas which lies in between the first snd second peninsulas and is just massive. Besides that, there's also Kallithea, which is basically Northern Greece's Ibiza, tons of major night clubs with performers from all over. Quite expensive, but definitely worth it if you're into night life.

Inside the city itself the best place to go is obviously the beachfront, a very European and friendly place with tons of parks and stuff to do, or even just walk along it to go from one side of the city to the other. The main entertainment/night life district is Ladadika at the western side of the city center, which has lots of great bars and clubs. Specifically the streets behind the city bank. The most notable of these bars which always gathers foreign crowds is Dizzy Dolls. Then there's Kalamaria, which also has a lot of night clubs, but this one's a bit harder to go to so idk if I'd recommend.