This is what the Jam el Fna square looks like at twilight. It is a pity you can not hear the music. Moroccans love music, and they can't refrain from turning up the volume of heir speaker at the max.
Although Morocco is a very safe country, there are plenty of pickpockets in the crowded streets of the Marrakech medina. You'd better watch your belongings, specially while watching the shows in Jam el Fna.
Although Morocco is currently a modern society, and younger generations dress very differently from their parents, women travelers should dress with clothes that do not show much skin, if they do not want to call the attention of locals in excess. Apart from that, women should have no problems in Morocco, even if they travel alone.