Sintra is at about 40 min (by train) from the Lisboa city centre.
You can take the (frequent - about each 15 min) train at the Sete-Rios commute station (you can easily reach it by subway).
The last station of that railway is the one you want (no possibility of mistakes) and is well inside Sintra.
I would suggest that, upon arrival at Sintra, you go to the local tourism office (in the centre, very easy to find), they will give all required info about local small buses and other.
Sintra is a very beautiful and romantic village, it is nice to walk around for a while, see the romantic houses and streets, eat a "travesseiro" at a famous small pastry house (Piriquita, also in the centre), visit the Palacio da Vila (Centre), Palacio da Pena (top of the ill) and maybe the mourish style castle (mid hill) and the Palacio da Regaleira (esotheric and unique architecture). If you have the time, would also be nice to have a meal (or at least a tea, cause it's expensive) at the Palacio de Seteais, now a beautiful and exquisite hotel.
Portugal is one of the safest countries in the world. This said, you should take normal precautions (attention to pickpocketing, avoid coming back by train too late in the evening, etc), cause evident tourists are always a target for certain kind of people. But you will feel safe, I'm sure.
And remember Portugal is historicaly a mix of cultures and people, you won't feel "different".
Have a beautiful journey in Sintra.