Cynicism is the best antidote to paranoia. I rather regularly am able to stop a paranoid thought in its tracks by simply asking the question: "Wait... why would anybody give a shit enough to do something like that?"
Some aspects I just can't relate to, though. I'm a 6-foot-tall, medium-build, full-grown man... I walk anywhere and anytime I please without much care. Take self-defense classes? Your fear is rooted in the unknown, so educate yourself about the situations you've been in that make you paranoid.