Never go on your own.
What I did the other day was stupid on my part but luckily it turned out for the better. Always have at least one other person you trust go with you in case you fall through a floor, run into a crackhead or have to ditch the po-po, two sets of eyes are better than one in that case.
That being said it is a thrill to go through these old places and the feeling of utter emptiness is a rush in itself, especially if the place has a known history to it. I am making plans right now to go hit another abandoned mental facility once I find out what the patrol situation is like. Some of these places have armed guards due to tweakers going in and shooting the place up or attacking unarmed people. If you can find out who owns the property there is also the chance you can actually ask permission to get a guide to walk you through and tell you some history on it, if you do ask and they say no and decide to poach it anyways just make sure you give it a couple months before poaching it. Many times if they get someone interested enough to go through it they will step up security for a bit if they have said no.
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"I'll keep my money, guns and freedom. You can keep the "Change."