I have a few times. The first time, I was 19 and went to Europe. I was in London for several days on my own before and after I did a group tour that looped around mainland Europe. Very fun! Traveling alone is definitely a confidence building experience, especially as a woman. It was a crash course in how to manage in foreign country, sometimes ones that don't speak English. Handling money/foreign currency, directions/subway, asking for help if needed and just looking out for my personal safety in a big city I've never been to. Now I feel confident traveling anywhere alone because of my experiences traveling overseas. My biggest tips would be pack VERY light. If you can fit everything in one rolling suitcase or a big backpack, you'll save yourself lots of headaches. I learned that the hard way after bringing like 5 suitcases on my first trip overseas. Don't know what I was thinking, lol. Get lots of rest your first couple days because jetlag can be rough. Also, avoid going out alone after dark or to any place shady. Either stay in your hotel or go out with a group. I did that and never felt unsafe in any of the countries I went to.