Yupp, just take the regular precautions that you would take anywhere else and you'll be fine. Have some cash with you but keep most of your money on plastic.
And be careful in the night in Windhoek with the ladies around the gas station at Fidel Castro. But otherwise no worries.
And yeah, Swakop is the gem of Southern Africa. Safer than any place I've been. If you want to get there and you don't have your own transport then the cheapest way is to take the night train from Whoek.
Enjoy! Best flying ever!