You're right, you can't live life full of what-ifs. For those of us that do carry or otherwise possess a firearm for use in a defensive posture, we aren't scared. We're comfortable because we know that we do have the means and ways to protect ourselves from anybody that wants to cause us harm; and trust me, there's plenty of those people out in the world, none the less in our country, state, and community. Before you were talking about how likely we are to be victimized in or outside of our home. Here's some interesting statistics compiled by the U.S. Department of Justice from 1974 to 1985:
42% of Americans will be the victim of a completed violent crime (assault, robbery, rape) in the course of their lives.
83% of Americans will be the victim of an attempted or completed violent crime.
52% of Americans will be the victim of an attempted or completed violent crime more than once.
Source: https://www.ncjrs.gov/pdffiles1/bjs/104274.pdf
Those numbers are high as hell. 83% of Americans WILL be the victim of some sort of violent crime, attempted or completed, throughout the course of their life. Crimes that leave people mentally and emotionally traumatized for life, crimes that may severely disfigure someone physically, or may leave them face-down in a drainage ditch dead. And just to think, eight out of ten Americans will experience that terror at least once in their life.
More interesting stats from the DOJ:
5.9 million violent crimes were committed in the United States during 2014. These include simple/aggravated assaults, robberies, sexual assaults, rapes, and murders.
A 1993 nationwide survey of 4,977 households found that over the previous five years, at least 3.5% of households had members who had used a gun “for self-protection or for the protection of property at home, work, or elsewhere.”
A 1993 nationwide survey of 4,977 households found that over the previous five years, at least 0.5% of households had members who had used a gun for defense during a situation in which they thought someone “almost certainly would have been killed” if they “had not used a gun for protection.” This amounted to 162,000 such incidents per year.
Source: https://www.ncjrs.gov/pdffiles1/bjs/104274.pdf
When you have a minute, please read over http://www.justfacts.com/guncontrol.asp#general. There's surprising information on there as to where felons obtain firearms, violent crime statistics, defensive gun usage, and so forth.