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Since I assume you're going fully primitive and you seem pretty scared, you could take a weapon designed for killing (like a sword). A woodsmans axe or improvised spear will always be inferior than a proper weapon. But you would look crazy walking innawoods with a sword.
People in the past just whistled or sung along when they walked. They probably only carried a walking stick, bow with arrows, or an axe. At night they would settle somewhere where there is back is against something solid, and sleep in between that and a long fire. In deep, cold winters, where there wasn't much food, and wolves were more likely to attack humans, people would stay indoors, people who needed to go outdoors such as hunters/trappers and people going to town would carry a weapon and go with multiple people.
If you're that scared of animals then you can just take a really large shield and a spear, if an animal like a wolf or bear trys to attack you then just hide in a corner with the shield infront of you and poke them with the spear.
