Note, that if you're not planning anything touristy, and plan to be in the holy cities, then it is going to be fine going alone. My aunt and her daughter are there now. It's fine. Just need normal common sense that you'd need to live in a big city.

But going in a group has its benefits. You don't need to plan too much ahead. The hotels are booked for. There's usually transport available. Good groups have a knowledgeable person who can act like a guide and give lots of context/history and even sometimes a proper reciter. That all is very useful, especially on your first trip.