I was at the train station at night, and a lady there actually took me from the platform, paid for a cab and made sure I was at safe accommodation. Really, you shouldn't be at a train station at night anyway I know.
She said there's mafia (yakuza) around that area and it just wasn't safe for me to be there. During previous evenings, I noticed that there were mainly men on the streets, and they stared - much more than in other areas. When you first get Japan, you can easily mistake these stares for gaijin interest - but I got the vibe it was more than that.
A few times I saw the classic yakuza look - sunglasses and dark suits, one guy looked _very_ mafia and he kept staring at me. Quite unnerving. Tattoos also indicate mafia.
I had a cuban guy trying to get me back to his apartment after just meeting him on the street. I got the feeling that something was amiss.
Higashi-Shinjuku Station - Wikipedia, the free encyclopedia
It's all quite subtle, so pay attention to details. I'd also say read up about drink spiking, as that is pretty common in some areas.