> There's a lot of women who don't want to be chatted up who wear headphones

This is true, but so is the opposite! I think the most important thing is to be kind and receptive. It's fine to start a conversation with a women wearing headphones, just take it in stride and don't be weird about it if she isn't interested in talking. I do this (with men and women) a lot.

It is true that women are more likely to be approached by creeps, and due to the physical differences between the sexes women are at higher risk in such situations. That said, we shouldn't dismiss women as too delicate or whatever to chat with. They're people!