I went to a range when I was in the US. It was, indeed, lots of fun, but also kind of scary, because we could shoot semi-automatic M16s (or something like that, I don't know much about guns), whose only purpose seemed to be to kill people.

We were following all precautions (and more), and it was great until one of the shells bounced on the wall and fell in my shoe, and I started hopping around in pain with a loaded handgun and my finger still on the trigger. That's when I realized it's too easy for something to go wrong and I didn't need to kill my best friend by accident over some fun.