If you want serious and deep discussion on this though, that's kind of hard to do. The gun owner brain becomes inevitably poisoned by propaganda targeting them.
I am worried about home invasions; I don't really have to be, they're not common, but I am.
I am worried about being mugged; I don't really have to be, I'm ready to part with my wallet and my cellphone and I grew up in a city, know the vibe, and don't really spend much time in cities anymore.
I am worried about mass shootings; I don't really have to be, I don't leave my house often because COVID.
Then there's the more leftist oriented concerns.
I'm worried about being outgunned by armed right-wingers. I address this by organizing, and by making sure my lib non-gun-owning friends know how to shoot.
I'm worried about nazi door-to-door queer/minority roundups. I address this by organizing, hoarding food, and by making sure all my queer and minority friends know how to shoot.
Really, though, this is all just a symptom of anxiety. "This firearm is my security blanket" is real. It's OK to not have threat models. It's OK to have unaddressed vulnerabilities. It's OK to just have guns because shooting is fun.
Organization is stronger than planning. Planning is great, planning will make a difference, but survivability in any scenario has to be higher for a group of competent and adaptable comrades than for one person who is trying to be ready for anything. At least, that's what I tell myself when I'm catastrophizing and spiraling about what could be.