When you sense someone might be about to mug you, mug them first: Don’t be afraid to take action. If someone seems like they might be following you, pull a gun on that person and steal their valuables. This will send a clear message to the potential mugger and decrease your chances of getting mugged.
You actually need to use one of the 4 available keys that are given to you by the pool creator. Once you find it, insert the key and it will transform into the pool. Also you need to use a map to find it. And you can’t tell anyone it’s location or else you would be going against the contract you sign and can be arrested.