While it’s not a crime to wheel alone, it’s definitely not a best first choice. Realize that you are taking a risk (getting out of bed in the morning is also a risk… LOL) by going out alone and use your best conservative judgement and ALWAYS have a plan B. Plans C, D, E and sometimes F are highly recommended as well.
Every situation is different (that’s the fun/challenge of offroading), so you need to ask yourself:
Do I have the appropriate gear? (winch, come-along, spare tire, jack, tools…)
Do I have anyone I can call if I get stuck beyond my and my Jeeps ability? (Friend, CAA…)
Do I have cell signal?
How far can I walk to get out or get cell signal?
Am I prepared (water, food, warmth) to spend the night where I get stuck?
Do I have a good or at least conservative judgement of what my Jeep can do?
If you have an intelligent answer for these questions (and probably a few more I forgot about) AND you are will to foot the bill (be it $$$ or owing a few big favours) if anything does go wrong, then go out and enjoy your vehicle and some time outdoors. Go prepared and always assess the risk before go. “Look before you leap!” lol
P.S. Facecrack is probably a good idea too. I don’t use it much but lots of people do.