Sometimes, especially around La Rambla, its pretty chaotic and pickpocketing is very common. I have a few friends who have been robbed for their stuff because they were wasted and got lost in the small streets around La Rambla. They often don't do anything to you, just takes your cash and phone, no beat downs or anything. But as long as you use your head, nothing will happen.
Another thing, some of the main spots, especially Macba and Parallel, is pretty hectic as well. Don't leave your camera bag or anything like that. Those marrocan guys steal whatever when they have the chance, we brought a bike lock for out camera-bag and a small lock for the zipper and stuff. One of my homies took his shirt of because it was too warm and it was soaked - then 2 min later it was gone. Just make it as hard as possible to stel your stuff, because its hard to have an eye on them for the entire time you are at those spots. Better yet - don't bring nothing but a couple of euros for beer to those bigger spots. But most of the spots is out in the outer-areas of Barcelona, and out there nothing will happen. Not many people give a fuck about you skating there, and there isn't this chaos and loads of people around you, so it's easier to just put your bags and stuff down without them being stolen or anything. And maybe keep an eye on you things in the metro if its really crowded - pickpocketing as being said is pretty big here, but it's easy to avoid if you just think a little. Don't worry too much though.
If you go skating at night alone, its best to go to Macba. Lots of people and lots of light and 1 euro beers. Or the Barcalonetta banks is also ok to skate at night - good light and nothing will happen here.
Oh yeah, and don't start to gamble with those motherfuckers who stands on the rambla and takes bets on those small games they play and shit. It's all family schemes and shit like that. And if you buy a FC Barcelona football jersey, don't pay more than 10 to 15 euros - they are fake most of them unless you go to the stadium or official stores.
But don't be scared to go out at night at all, all of this stealing and pickpocketing shit is only a factor if you don't use your head or acts like a turist. It's a safe and amazing city. The metro works really good and the atmosphere is great.