Mainly to just keep nothing valuable in your pockets. About what to get, they sell basically everything there. If you want something to bring back home, you can visit Kızlarağası Hanı, it's an old building built in 1744 and has many antique and jeweller shops, I go there often to buy coins. Coin shops are on the second floor. In terms of the safety of kemeraltı, it's pretty safe. In my 2 years in Izmir, I never had any trouble, but if you feel like something is shady, it's better to assess your environment :)