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Overwhelmed or scared of what exactly?

Firearms? Defending themselves?

I would address the issue first through an intellectual approach, followed by practical exercises designed to condition mind and body to successfully manage fear / stress. Crawl, walk, run. Slowly increasing the stress as the trainee successfully conditions themselves to manage it at an appropriate level.

Each individual is unique, and there are some folks who just don't have the temperament for certain activities, however, most anyone can be conditioned to at least defend themselves.

Bottom line: Fear is nothing to fear, and is little more than an evolutionary survival mechanism that one may not be able to eliminate, but one can certainly manage.