Autonomous mobile robots are increasingly employed in pedestrian-rich environments where safe navigation and appropriate human interaction are crucial. While Deep Reinforcement Learning (DRL) enables socially integrated robot behavior, challenges persist in novel or perturbed scenarios to indicate when and why the policy is uncertain. Unknown uncertainty in decision-making can lead to collisions or human discomfort and is one reason why safe and risk-aware navigation is still an open problem. This work introduces a novel approach that integrates aleatoric, epistemic, and predictive uncertainty estimation into a DRL-based navigation framework for uncertainty estimates in decision-making. We, therefore, incorporate Observation-Dependent Variance (ODV) and dropout into the Proximal Policy Optimization (PPO) algorithm. For different types of perturbations, we compare the ability of Deep Ensembles and Monte-Carlo Dropout (MC-Dropout) to estimate the uncertainties of the policy. In uncertain decision-making situations, we propose to change the robot's social behavior to conservative collision avoidance. The results show that the ODV-PPO algorithm converges faster with better generalization and disentangles the aleatoric and epistemic uncertainties. In addition, the MC-Dropout approach is more sensitive to perturbations and capable to correlate the uncertainty type to the perturbation type better. With the proposed safe action selection scheme, the robot can navigate in perturbed environments with fewer collisions.