This may be the worst advice you could offer to anyone planning to attend. Aside from the lack of sidewalks and other physical hazards you will be walking through one of the most dangerous areas of the city.
For those new to Pittsburgh there are plenty of options within walking distance that are closer than the Oakland section of the city. Head towards Market Square (downtown), North Shore (Stadiums, Casino and close to the Convention Center/Fan Fest) or the South Side of the city.
Also consider and Uber ride to the Lawrenceville, Mount Washington, Strip District (Not what your thinking), Bloomfield areas of the city. Oakland would be ok as well but only if you are driving.
I said towards Oakland not in Oakland, and there is no easy way to get around the city that has such antiquated traffic patterns, your Uber’s from the casino or strip etc are going to take a lot longer than that 5 minute walk, there is nothing to fear in Pittsburgh if you say otherwise it’s just spook stories.