Driving there is an adventure. The traffic lane lines are apparently only advisory. It's not uncommon to see 5 cars abreast on a 3 lane street waiting at a stop light. Drive assertively, like you know where you are going, even if you make a mistake, don't hesitate. That will likely get you hit.
Kids on the streets will work in packs as pick-pockets. I heard stories that some will take razors and slit your back pocket to get at your wallet.
I walked from Corcovado to Copacabana during the daylight hours. And it seemed safe enough, though I walked briskly, and stopped briefly to shop, and said very little. A moving target as it were.
Driving away from Rio down along the southern coast the beach on weekdays anyway things seemed safer, more because there was less crowd. But again it was daylight.
Be assertive. Act decisively. Be polite. Walk briskly. Dress simply. Carry only what you can lose, and inside pockets at that. Probably the best recipe for staying safe.