Recognizing that you alone are responsible for your own safety is the first step. The rest comes pretty quickly. Take the CCW course, get some range time in with a borrowed or rented firearm, and see what feels comfortable to you. Talk to folks like us for suggestions and to answer questions. When you have an idea of what you want, and you have the money, pick your sidearm of choice and some good defensive ammo, along with plenty of ball ammo for practice to hone your skills. Take some courses on fighting pistol of defensive pistol from a reputible organization like the NRA, ICE, Tactical Response, and the like, and learn the skills you'll need to adequately use the tools at your disposal.
No statement should be believed because it is made by an authority.
Robert A. Heinlein