Taylor spoke out Wednesday -- the day after ending the European leg of her "Eras" tour -- and says she was devastated the 3 shows in Vienna had to be canceled, and "The reason for the cancellations filled me with a new sense of fear, and a tremendous amount of guilt because so many people had planned on coming to those shows."

However, she says it was heartening to see how fans in the Austrian city banded together after learning 3 suspects allegedly planned to set off bombs in the stadium and commit mass stabbings and chaos outside of it -- and that's when she turned her focus and concern to protecting fans at her next tour stop ... London's Wembley Stadium.

TS says the fact that nearly half a million fans were planning to attend, "My team and I worked hand in hand with stadium staff and British authorities every day in pursuit of that goal."

As we reported, although security was incredibly tight and it took fans longer to enter the stadium ... all 5 nights went off without a hitch, and Taylor thanked the authorities for making that happen.

She also explained why it took her 2 weeks to say this -- "Let me be very clear: I am not going to speak about something publicly if I think doing so might provoke those who would want to harm the fans who come to my shows."