Cast a circle and lay inside of it when you astral project. Make sure the circle is made to allow you're astral body in and out freely but nothing, absolutely nothing else inside. I like physical circles shaped with runes, chalk, cord, wards etc. They can be left unattended (since you're roaming about) and remain strong. NO CANDLES! It's a terrible fire hazard. You'll have no awareness of your body and won't know if something goes wrong until of course you're burned and that could be too late.
When I first projected, I went immediately to the ethereal plane. I know that isn't common, but someone told me of a specific place in such detail that I was able to appear there once my mind/body let go. I was explained to that this place is called the "neutral plane" (called by many names) its the main realm of the ethereal that all other realms connect to. I've never had any problems there (danger) and the scenery is quite nice. I tend to go there a lot. The astral/physical plane is the ghetto of the spiritual world in most cities and towns. The spiritual plane is so much nicer and interesting.
You can pm me if you would like to know how to get there. Once you're body is protected, you should be safe to freely travel to other areas, however if your home or surrounding area has malicious spirits, you could be sensing that, and it might not be a good idea to wander around there astrally.