If it is legal to carry a concealed pistol, then do yourself a favor, get the training, get the permit, and get a gun you can be comfortable with.
It is a ton of responsibility, but WELL worth it
There are no cougars where I hunt and live, but my thinking is, if you are scared while walking to and fro, I believe an apex predator such as a cougar can sense it, possibly making you more of a target. Afterall, the fear is a weakness, and these fantastic animals have survived by being able to easily find the weak.
Possibly...just possibly, the confidence you have while carrying may be the deciding factor in what triggers or repels an attack... it works with lowlife people.