I lived in the sates most of my life and am American.
My uncle accidentally fired a gun off while cleanign it in our living room when I was in kindergarten, luckily no one was harmed, but the bullet hole remained in the floor at least until we moved.
Then two guys came into the laundry mat when I was in second grade--they had guns and demanded all the money the people washing had on them (rolls of quarters mostly)---my mom hid me in the laundry basket.
My cousin and her boyfriend were shot to death in his apartment when she was 16. Her grandfather (on teh other side) comitted suicide by gun a month later.
The store I worked at in highschool was robbed at gunpoint
. . . (stopping at highschool age, not becuase there were not other brushes with guns in various ways after that---though there have been none in Spain, Mexico or Germany when I have lived in those place---it could happen some day, but hasn't yet)
These incidents were not even all in the same place or state.
I DO think we have significantly more gun violence and incidents than most other fist world countries (well, I know we do---it is a known and well documented fact). It make ME, who grew up in the US and knows it is not likely to be encountered on any particular day, nervous when I go back now that i have lived out of seeing guns in the hands and on the hips of civillians for so long. The risk IS higher (much). Still overall low, but high enough to not be ridiculous for someone not used to it (becuase we DO tend to stop worrying about risks around us we can'T really control and get used to) to think about and worry a bit.
http://www.cbsnews.com/news/how-u-s-gun-deaths-compare-to-other-countries/
(and no, this is not meant as an anti-gun post----just poitning out that it is a reasonable worry for someone from elsewhere----sort of like it is reasonable to be worried about pickpockets in Barcelona or Paris or Rome and yet locals are so used to how to hold their things, etc that they never think about it)