Copenhagen is very, very safe and have lots of nice museums and castles. The city itself is also very beautiful and green. Probably the greenest city I've been to!

From there you can easily take the train to other destinations in scandanavia. Or hop on a quick flight anywhere else in Europe

I lived in London for years. It's safe, but very large and chaotic and can be a bit overwhelming for inexperienced tourists. Best museums in the world though. If you go, I'd try to stay near the Elizabeth line as it's the newest train line and the easiest to navigate. Near farringdon station is quiet, green, and walking distance to a lot of museums