Ah, I wouldn't say dangerous, really. The Pokemon can be troublesome, but the time that I did have traveling by foot was really nice compared to when I was traveling back home. You just need to keep alert for those encounters, and if you leave your Pokemon out of the ball they'll usually pick up on anything coming and defend you from it.

--oh, but don't eat any of the berries you find on the road! Most of the stuff that isn't grown specifically for humans around here has some nasty side-effects. I made that mistake my first night on the road, and my stomach did not like me for it.