Backpacking the Ice Age Trail in Kettle Moraine North State Forest - Wisconsin - March 2012
For me, the benefits of solo hiking far outweigh any fears or difficulties. I can hike as long and as fast (or slow) as I please, without constantly wondering if my companion is enjoying himself or herself.
I solo hike at least twice a month, and hike with a companion less often. Here are my tips for a safe and enjoyable solo hike:
Plan ahead. Think through the entirety of the hike, check weather forecasts and don't discount "slight" storm possibilities. T-Storms, especially in humid parts of the country (I live in Northern Illinois and mostly hike in Wisconsin) can spawn quite quickly in the summer months. I almost always keep a pack cover and a light rain jacket in my pack. The extra ounces will only make me stronger - and drier! Similarly, I always bring a little more food and water than I think I will need. I keep simple fire starting material, mosquito spray and a lightweight headlamp in my pack even on day hikes.
Research new trails with a companion and hike them solo when you are familiar with them. I hike the same stretch of the Ice Age trail repeatedly (as it looks completely different as the seasons change). This familiarity means I know exactly where I am and how far my next way point will be.
Another advantage to hiking a familiar trail is you know whether you will encounter a comfortable number of fellow hikers. Ideal for me is not crowded but not completely isolated. It's nice to know someone will likely be along to help you if you injure a leg.
I hope my tips are helpful and wish my hiking sisters the happiest of solo journeys.