You're not alone whoever is from the UK. There is NO WAY I'd have a gun and I find the concept of people just going and buying one very scary and alien. I'm not sure on guns rules except I know you need certain certificates or summat. I mean the police here don't have guns either so it's a really strange concept and I'd never ever be comfortable with a gun in my house. Maybe it's just because I've been brought up in the UK. That said, whatever helps you with your fear!
Be courageous, believe in yourself, and be the best woman you can be. I'm with you all the way.