Please don't take this as an insult, but spend some time reading the local paper. In the case of Delaware, the local rag is The News Journal (TNJ), and its online publication Delawareonline. Within a few days, it should become painfully obvious that no one/place/time is safe. Violent crime happens in the middle of the day and the middle of the night. It happens to all races. It happens to men, women, children, and animals. It happens on the street, in your car, at the local store -- and even on your own property. It's not about being paranoid, it's about your ability to read.
From there, you can start thinking about your own personal exposure, such as: where do you live, work or play; what times of the day or night are you out; and so forth. It's not about feeling threatened, it's about realizing that you are not safe.
When crafting your reason for the application, the main thing to remember is that YOU have the right to protect yourself. It's nice to add some color to your reason, but I wouldn't add so much color that the response is "why don't you just move" or something like that.
