I have tried it. I recently developed a lot of anxiety about doctor appointments. So my therapist suggested the safe space thing. I pictured lying on my couch at home with my cat curled up on my chest purring. I think it kind of worked when my therapist hypnotized me. I was apparently hypnotized and was quite relaxed then. However, that's a fairly safe space for me anyway.

I tried using it in the exam room while I was waiting for the doctor to come in and it didn't work particularly well. It was too complicated and I couldn't get my mind to calm down enough to focus on it. It worked somewhat better to simply focus on slowing down my breathing. By "somewhat better" I mean my anxiety was a 9 and I got it down to maybe an 8, but I was far from calm.