Havana is very safe. I have never felt threatened, even though I look decidedly foreign, and I frequently walk around alone late at night, sometimes lugging a backpack.
However, if you don't know Cuba, Centro Habana at night can seem pretty creepy. It is not an area where your average tourist goes (especially at night and on foot), so you'll stick out like a sore thumb. People are likely to say things to you, and if you don't know their culture and don't understand their language, you have no way of gaging if they're being threatening or not. Also, if you don't know your way around, that will definitely show. I am guessing my own positive experiences are at least partly due to the fact that I very obviously know where I'm going and look confident walking where I am.
That was all I meant when I said "uncomfortable." I agree with Terry that basic caution should be exercised at all times, wherever in the world you are, and especially in a country where you'll be paying a local's entire yearly salary to stay in your hotel for three nights or so :)