well, you might get hurt on a thru-hike, and perhaps even die, but it's very unlikely from anything a gun can help. more like heat stress, hypothermia, stream crossings, falls, and snowy/icy slopes. non-dying injuries might include blisters, shin splints, and stress fractures.
that said, i worry MUCH more about walking around town at night, driving my car, and lots of other things that are actually dangerous. once i'm on a trail (or off trail) in the woods, lots of those worries go away. of course, when you come to some of the dangers above (i.e. 50' of snowy steep traverse at forester pass, crawling across a log over a snowmelt creek, 30 miles without water in the heat) ya gotta pay attention and be prepared.
we already had the Gun Thread very recently (ugh), but in general i'd say that those kinda "ya need a gun to be safe!" comments mostly come from people who don't backpack, especially not the way WE all do!
really, you'll be fine.