Britney, If that works for you, then go for it. I am not trained in using guns, nor do I ever want to be. I don't like guns, and for me to be remotely useful with it, I would need to actually figure out how one works.
For police officers -- who generally go into those nasty places trained, armed, and with radio backup, and are still much more likely than I am to be shot -- and for people who are very comfortable with the weapon of their choice, that's fine. It's just that people who aren't familiar or comfortable with guns, like me, probably won't get much if any benefit.
My real life way of avoiding violence involves not being in the wrong place at the wrong time. You can bet I'm aware of my surroundings after dark or in unfamiliar or potentially sketchy areas. I'm good at keeping things "yellow" and avoiding any potential increase in the threat. I'm playing an odds game: The overwhelming likelihood is that I won't ever be the victim of a violent crime. I see many people who consume their lives with worries over things very unlikely to pass, and I don't want to do that.
And as far as the topic of this thread goes, trans women are far more likely to be attacked, raped, and murdered by people they already knew, in places they felt safe, than by some "potential criminal" on the prowl for victims.
I'm not saying don't arm yourself. I am saying be aware of your surroundings and be careful with whom you place your trust. And I am saying that if you choose to arm yourself, you need to put work into making sure you know how to use your weapon.