What Should I Know About This Dive?
Krav Maga is the official self-defense system of the Israeli Military. 

But it was started in the 1930's by Hungarian Imi Lichtenfeld in Czechoslovakia, who wanted a way to train the Jewish community there with a simple but effective method to protect themselves in the increasingly tough neighborhood. It focused on real-life situations, rather than more formal forms and katas which are associated with numerous other martial arts. 

After Israel was formed, the Israeli military hired Imi to revise their military's self-defense combat system, and it was originally called "Kapap", which means "face to face combat" in Hebrew. He created a system that combined boxing, wrestling, street fighting (and other styles too) in order to create a brutal system that could easily be taught to new recruits in the IDF (Israeli Defense Force).

It eventually became known as Krav Maga, or "Contact Combat" in English. Rule # 1: avoid confrontation when at all possible. Rule # 2: if physical confrontation can't be avoided, a Krav Maga practitioner is taught to neutralize the threat as quickly and as aggressively as possible.

If you're looking for a system that will quickly help you feel more comfortable walking the streets, then this is one of your best choices.