Avoid Dortmund at this times at all coasts. Fortunally the "Signal Iduna Arena" or "Ort des Schreckens" is quite a distance away from the main Station. But you will see many People in this ugly yellow clothes.

You see, Dortmund is my favourite club

I must double Reindeerflames comment, it`s all relative. Over all it should be safe and no reason to be afraid.