Where did the villagers go for protection during the Middle Ages?

The safety of medieval towns depended almost entirely on how who had settled in them and who was running them.

Some towns were settled rather purposely because a monarch wanted a town in a particular place. If a monarch wanted a harbor to become populated, for example, he might grant a charter for a town, and issue a decree that citizens had certain rights that were not granted to other towns. In some cases, these rights included a right to evade prosecution for earlier crimes committed elsewhere and so some towns naturally attracted criminals and runaways. Such a town would quite possibly not be very safe.

On the other hand, some towns were oriented so much toward commerce that they were run by guilds. In such a place, security was thought to be of great importance. The result was that if you were a law abiding citizen, your life was probably pretty safe, especially if you were associated with a guild. Strangers, however, could be treated with suspicion and unfairly in some such places.

University cities were full of students, who were, of course, often full of youthful folly. Since students were very often given benefit of clergy, meaning they could only be prosecuted in ecclesiastical courts, they were also very often a bit more difficult to control than many people would have liked, even more than ordinary high spirited young people. The result was that some university cities were notoriously unsafe.

The towns tended to be small, by modern standards, and the people mostly knew one another. Many people were not inclined to be criminals. So in some communities there was not much crime.

But if you were walking through a town where people were playing mob football, you had to be careful, because there were almost no rules, and you could suddenly discover you were a goal post.