I don't want to go to my guy friend's house alone
Why don't you want to go alone?
My friend lives in a bad neighborhood
I understand that you are worried for your safety, it's your right to want to be accompanied by someone so that you feel safe. It's better to be safe than sorry and get hurt.
You don't need to tell me what I should do. I don't need a life coach, I'm just expressing my desires.
I can understand all that. It's acceptable to not want to be alone when going to an unsafe place. If you express this to your friend maybe they can come meet you or go some place else.