"...I'll be your number one with a bullet..."

I want to go to a shooting range and shoot a gun just so I know that I really can. I've never been in a situation where I had to physically defend myself, and lately, I've been seriously doubting that I could if I had to. Maybe it's a deep-seeded insecurity, maybe it's the recent stresses placed on my life, maybe it's the books I've been reading. All I know is that I suddenly feel like some sort of shrinking violet that has to have a knight in shining armor to save me from harm. The problem is that I have no knight to ride to my rescue. It's one of those times when loneliness is your worst enemy, but your only thing there. It makes me wonder if having a guy friend would change anything. If I had a guy to hang out with would I not feel panicked when I realize I don't have my knife with me?
Is this stemming back to a desire to feel protected or is it because I want to be the protector? The human psyche is a very strange and complex place.
I've always been able to picture myself in a mentoring role, maybe as a youth counselor, but how can help other people with their problems when I can't even figure out my own?