Bandanna presence and color can have meaning in some areas. In the violent gang culture and Crips/Bloods/other gang war of the 80s showing the wrong color bandanna could get you hurt. I don't think you can avoid all of it but it pays to be aware and select colors that don't put you at additional risk. It also pays to stay sharp and observe your surroundings. If everyone in an area is wearing a particular color you should find out why. It is also not necessarily safer to copy what you see. Gang colors can show affiliation and also membership. Wearing something that shows you to be a member if your not can cause conflict.

Likewise bandannas worn on way or another, often one side versus another, is a common way of showing sexual orientation or preference. It likely won't lead to immediate violence, assuming you handle it gracefully, but unwelcome advances can be uncomfortable and can escalate into conflicts that are better avoided.

The lesson here is to stay alert and to be aware of, and show respect for, the local culture.