i enjoy hitchhiking as a means of transportation that is gained by asking people, usually strangers, for a ride in their automobile or other vehicle.
Is it actually safe to do that?
Well it is usually but not always, free. And i get it when i do not have too much choice 
Where is this commonly practiced because I doubt it is allowed in Dubai where I currently reside
Well, it is all around the world but hitchhikers' methods of signaling to drivers differ around the world.