You aren't protecting yourself by owning a gun. Terrorist attacks happen if you own a gun or not.
Owning a gun does nothing. Training and carrying one can certainly change the situation though. Had a room full of people been trained and carrying a gun for their own protection been there when a public shooting takes place, the outcomes can be vastly different.
The point is that I (and fundamental principles of American liberty) believe an individual is responsible for their own personal protection; that the government is not in a position to participate in that (the old adage that when seconds matter, police are only minutes away); and that every law abiding citizen should enjoy that freedom to be in charge of their own protection without government infringement. You are free to hand over your personal safety to a government or to chance and hope nothing happens to you, but I will not. A person only gets one life. I do not relinquish the protection of that life to anyone else.