[A mod pointed out the ambiguity in 'Silk Road', I've chosen here to focus simply on the problems of long distance overland trade routes in the first millennium, especially across the mountainous regions from what is modern Pakistan/Afghanistan, through the Tarim Basin to China, what are sometimes known as the northern and southern silk routes by specialists]

Absolutely. I cannot give you details and a page reference (lockdown limitations) but you might wish to look at the accounts of Chinese Buddhist pilgrims who traveled to India. Famous monks like Faxian, I-Tsing, or Hsuan-Tsang talk about the dangers of being robbed. In fact Buddhist texts often talk about the danger or robbery for travelling monks or nuns.

Part of the issue is that travel meant passing through a lot of places that were just not effectively governed. There is a book by Scott called The Art of Not Being Governed in which he argues (his examples are all drawn from SE Asia) that most forested, hilly, or mountainous land, essentially everything you don't grow regular crops on, fell outside the purview of large well-organised states, and obviously that means they would not necessarily be very safe.

Obviously people could protect themselves, on occasion states (large and small) would give guides and guards to travelers to escort them to the next safe place, but this was very haphazard. It might depend on the whim of a local prince, it might be a duty enforced on a local community, at some periods Chinese troops maintained garrisons well beyond their own territory but how much help they actually offered is unclear. And of course there is all sorts of different levels of robbery, there might be thefts of opportunity, or bands of robbers, or just local people enforcing tolls. That is a practice we are not used to today but routinely you might encounter someone demanding a proportion of your goods at a convenient choke point like a river crossing. And some of those were well regulated taxes and some were ad hoc local arrangements, but I doubt as a traveler that would feel very different.

This is one of the reasons that people in pre-modern trade had parts of their family living along the routes they traveled, to help them negotiate each step of the journey. For example, in the mid-first millenium traders from Sogdia (modern Uzbekistan) were very active on the Silk Roads. We know that before crossing the mountains into the Tarim Basin (one of the most dangerous parts of the route as it was a politically very fragmented region) that they would gather at a particular place because they left a lot of graffiti there. And then once in the Tarim Basin they had family stationed in the cities all the way along the route until you reached China (a few letters survive). If you are interested in this period you might want to look at Etienne de la Vassiere's Sogdian Traders (its a translation of a French book which I think was based on his thesis).

Sorry I cannot give you a better answer, but there were a very diverse range of circumstances and there are definite limits to my knowledge.