Well first off don't be so general as to say that you don't understand Americans. I find that offensive, and short sighted. It would be more correct to say that you don't understand people who advocate gun ownership, as there are many many Americans who share your position and don't think that guns work in any situation.
If it helps I myself don't quite understand your own view. Why is self defence a complicated issue? Why is owning a gun immoral? Face it, in this world, there are people who would harm you if they get the chance, often it will be for rather arbitrary reasons, or for motives which are outside of your own ability to control. Violence happens, face that fact, and be prepared to make sure that you don't come out on the wrong end of a violent situation. To that end having a gun does help. Prey that you never run into a situation where you need to use it, or imply the threat of using it, but don't fool yourself into thinking that you could never find yourself in such a situation.