And then you go to prison and possibly get the death penalty. That's the danger in it. You see someone getting ready to "pull out their gun and shoot an innocent person" so you shoot them first. Who's to say they were planning on shooting/killing someone in the first place? Now you're the one that pulled out your gun to shoot an innocent person.
So, if they're not thinking ahead... and I am thinking ahead... and I brought a gun... then when they pull out their gun to shoot an innocent person, I have a chance to shoot them first.