My wife and I rented a mo-ped last Feb. We put over 60 miles on it. We had a blast.
Yes it is dangerous. A taxi about took us out. I tend to be a risk taker, so I didn't get to worked up about it. I also have ridden motorcycles for years. I would not recomend it to an in-experienced rider.
When you get off the ship, there are multitudes of taxi's to take you anywhere you may want to go.