Taking a psychedelic substance alone is about as safe as taking any other drug alone. The problem with psychedelic drugs are the hallucinations they cause that can induce fear or panic attacks. If you've ever done drugs and had this reaction, you'll also know that friends aren't typically able to calm you down.
The only other concern is if you were to hurt yourself. With these things said, taking a psychedelic drug alone is probably just fine as long as you've experienced it before and aren't taking more than your normal dose.
It is safe to take a psychedelic substance alone if you are familiar with the substance and you do not plan on taking too much. It would be safer if you did it with trusted friends. I would not recommend taking a pyschedelic substance in the presence of people you do not know very well or do not trust.
Pyschedelic substances can cause extreme fear and panic at times, so it is best to have a plan in case that happens. Like any drug, make sure you know where it comes from and do not drive or operate machinery while under the influence.