Fuck yes! I've done Palermo, Naples, Rome, Venice, Berlin, Munich, Madrid, Barcelona, Valencia, Seville.
I love wandering off on my own. Eating alone, don't care. Popping out to a bar for a drink at the bar or on a terrace, fabulous.
I take an unruled notebook and write a diary of sorts, little details of the day (sleepy cats on balconys, small child fishing something out of a canal, snippets of conversations overheard), plus some sketches of boats, churches, wildlife etc. I love re reading these books.
Now I'm mid-40s with a child and DP, so these notebooks have morphed into scrapbooks, full of child's drawings and rambled nonsense (daddy's 'farty flipflops' when he tried climbing out of the river but kept slipping in, driving though Sausage Valley where for about ten minutes the car was filled with bbq-ing sausage smells, finding a broken safe in the woods and calling French police in terrible broken French
). Etc.
Going it alone is fantastically liberating and confidence-boosting.