Crime rates are much lower than in many other places in Mexico. Statistically, your chances of encountering violence in Cancun are almost nil, unless you are involved in drug trafficking.
Playa Mujeres is extremely safe, however, it is worthy to be aware of in general. Don’t leave valuables unattended – for example, do not leave your camera or bag in a golf cart or on the beach unattended. If you’re renting a house or apartment, do not leave your laptop on a table next to an open window while you are out and about. Basically - do not leave your common sense at home.