I need to go out, but I can't. What do I do?

I need to sneak out tonight, around 0100, to go do something. I'm afraid of the consequences if I get caught by my parents, and I'm also afraid of walking around alone in the dark. I don't live in the best area, it's not good to walk alone here. The problem is, that I need to get out and walk around. If I don't I'm afraid I'll never be able to achieve my goal. What do I do? Sneak out and risk getting caught by my parents or worse, or stay inside and never realize my potential?