Personally, most people that I know that own a gun for protection are people that didn't before, but they had what I call "the Incident". Where they find that they were either close to being or were under serious danger that circumstance where their own protection was mandatory because the police would not have been there in time.
In my case, it was when the only thing that kept an armed rapist running from the police on foot from coming into my house was that the back door had been locked by a Realtor when they had shown the house earlier in that day. The man ended up caught in our back yard, actually in the dog run, the gun found by me and turned over to the police the next day. (I didn't move it, just called them to come and get his firearm and put it into evidence).
We knew he tried to enter, only because of our small dog. The police were a Loooooooong time in getting there, I couldn't imagine what would have happened had he gained entry...