Have a read of the main saafe.info site - it has lots of good advice.
To answer the specific question about security, you need to have someone who knows where you are, who you are with, and what time they are expecting to hear from you. They don't need to know exactly what's going on (you could be going on a 'normal' date if you're not out about escorting).
Do you know what you're expected to do? Where did you get the client?