If you are a bit worried about going out and about in the Red Light district ... don't be.
All human life is here and it's mostly harmless. You will see mothers with children, grandmothers and grandfathers, along with prostitutes behind glass, all living together just fine. If you're from a big city you might have to have someone point it out to you because during the day it looks like any other part of Amsterdam, just older. Do not take pictures of the ladies.
Just make sure you take the usual precautions you would in any unfamiliar place. Don't flash the money around and keep your valuables close. Don't buy drugs anywhere but a coffeeshop; you may be solicited to buy something stronger - just say no, smile, and keep walking.
The Casa Rosso is usually full of tourists (plenty of couples). The place has cinema seating with a stage with revolving bed. The acts do go 'all the way' and include the much discussed gorilla suit and bananas but the atmosphere is more 'Carry On' than 'Emmanuelle'. Its a 'safe' option for those wanting to dip a toe in the 'seedier' side of life.