Deserts hold a lot of rough and rugged terrain for outdoor enthusiasts. Deserts can also be dangerous places with rattle snakes, lack of water, miles of landscape, no cell phones, and no services. That doesn't mean they should be avoided but that one should take the extra precautions when walking around them.
If you are not a seasoned hiker you might want to not go too far out of cell phone range. When you can call someone for help that is going to make a big difference. There are lots of semi-rural hiking trails that have at least a few visitors a day.
Maybe you have seasoned hiking shoes and want to try something a little more isolated. In this case you will want to bring extra water, learn about survival in the desert and be sure to bring a small first aid kit. It is difficult to know when and how something will turn out.
Finally, tell someone where you are going and when they should call authorities if they don't hear from you. Its important to build in enough time so that when they do call it will be an actual emergency. Tell them your GPS coordinates and ingress/egress points.