In my home area I have no concerns. We have a few snakes and coyotes but that's it and neither of these are out to get me. I was in Nova Scotia last October when the young, female folk singer was killed by a couple of coyotes--extremely rare!
In fact, the only time I'll use a light is if I'm bowhunting during the firearms season to make sure a tresspassor (no other hunters allowed but my son and I) won't mistake me for his trophy.
When I'm in bear country it does feel hinky walking out in the dark, especially from a bear stand. I whistle to help the bear not to bump into me.
I remember as a teenager walking on a horse trail in the dark in Brown County, Indiana. I flushed a ruffed grouse 3-4 steps away. Fried heart of a deer tasts good, but my raw heart tasted pretty bad stuck in my throat!
My biggest concern in big, unfamiliar country is getting turned around (ok, lost). I spent 3 months after college in the mountains of Colorado counting trees near timberline. Never got lost one time, because I always followed my maps and compass. However, I've been "delayed" twice in Colorado while hunting because I got distracted (and off my maps) by an unruly elk or two. I found my way out in both cases in less than 30 minutes, but the feeling of "doom" (and slight humiliation) was as yucky as it gets for me. Ironically, in both cases I had left my compass, map, and even GPS in a pack I laid down because I was going to go off course for just a short distance.