I agree with the above ladies, have not had any problems with clients I couldn't handle but have heard stories. You have to be emotionally strong and something that helps is if you actually really enjoy having sex.
If you are worried about safety, you don't need a weapon. Mace is a good idea but weapons like knives or guns can be turned around onto you.
Your own body is a weapon and during any booking you will be in close proximity to the delicate areas of anyone who chooses to mess with you. There are some very painful pressure points which could give you time to get out of that room. Perhaps start learning a martial art or some form of self defence. Use your elbows and knees. Learn rape defence. Join classes, get fit, get strong; body and mind. You definitely do come first and when you are trained as a warrior, no asshole can touch you.
Please don't let this scare you! It's just precaution to be prepared in case you are unlucky. The majority of the time clients are nice and girls look after each other. You may meet the odd drunk, high or pushy punter but if you keep your boundaries you wont feel violated and angry after. If a client disrespects me in a way I don't like and I can't defuse a situation in a friendly way, the booking is over and they can get out. Their money is spent. Thankfully I won't see them again.
You run your business as a contractor, you choose your clients and look after your main asset, your body. But you still want business so be nice and friendly, work out what makes you sexy and flaunt it! Treat yourself with your earnings but budget to stay on track. Don't fall into traps like drugs, gambling or excessive spending. Work to get on top, don't run that hamster wheel of destructive behaviour. Everything in moderation.
Get used to living a double life. Main safety comes from keeping your identity secret from potential stalkers or sociopaths. Take off rose tinted glasses, not everyone is genuine. Build discernment. Never reveal your address or places you frequent. Turn off location on your Facebook, phone and other social media. Engage in counter surveillance (take backstreets, pull over on the freeway, u-turns at roundabouts) and be wary of being followed. Might sound paranoid but better safe than sorry and it's happened to more than a few girls before, not just working ladies. Avoid meeting in obscure no address locations. If you are working alone, pay a driver.
If you have no one to tell where you are going, write it in a journal. I have a very close friend who knows my every move and I trust them with my life. Be sure your friend is accepting, trustworthy and loyal.
Take a look around the forum at topics which you want to learn about. There is a lot of information on here you might find helpful.
Good luck!!