For anyone thinking of visiting Edinburgh, there are plenty of pretty and informative guides which will tell you all about its history and culture etc. Probably one of the better ones covering the general area is the official guide backed by the District Council, for up to date details on events I'd recommend the Edinburgh Arts and Entertainment website.
This is not meant to be one of those - O.K., I'll probably throw in some stories if I feel like it - but really I'm trying to provide a users guide to a city that I'm very fond of. I also want to tell visitors all about Edinburgh, the bad as well as the good. Don't panic! there isn't really that much to be wary of, but every city in the world has areas and particularly drinking "establishments" that it would be wise for strangers to avoid, particularly late at night.
Basically, Edinburgh is the capital of Scotland - a distinct nation of it's own - don't call the people English ( it's like calling Americans, Canadian or vice versa). You might not find the inhabitants to be too forthcoming, they are unlikely to approach you in the streets and welcome you to the city, (at least not the sober ones!) but if you are lost or unsure of anything don't be afraid to ask, once they realise you are a visitor almost everybody will be glad to help.
Like almost every city anywhere, there are a few areas where it would be unadvisable for strangers to wander about after dark, but these are easily recognised and anyway there isn't really anything to attract you to these areas at night, unless you are visiting friends or relations and they would surely keep you right. In the main the few questionable areas are housing estates which were thrown up in the years since the war and the main problem is that there are few facilities for the younger generation, leading to the usual problem of groups of kids wandering around with little to keep them occupied.
The only other problem you might encounter is the usual one of morons who think that drinking lots of alcohol proves that they are grown up and will make them irresistible to the opposite sex. This is most likely to occur in the Lothian Road, Grassmarket and Cowgate areas in the early morning ( I shouldn't be too nasty as I, like most people, passed through that phase, myself*).
*I think it was one Friday night when I was 16.