Kumasi market is crowded to the extreme and you could very easily fall victim to pick-pockets. Although Kumasi is not a dangerous place per se, take care of your belongings - don’t leave wallets sticking out of your back pocket for instance. It only takes one bad apple to seize the opportunity and then disappear in the crowd. You’d have no chance of following or ever finding them again.
The isles leading through Kumasi Market are very narrow and criss-cross the market in every direction. Take great note of which way you are going, as it would be incredibly easy to get lost. You may be able to use one of the tall buildings outside the market as a bearing and taking note of where it is at all times.