With a knife (or other manual weapon) you have to be trained, lucky or prepared to kill even a single person, with a gun any person can shoot a whole school. It's too much power for some people. Plus you add range to weapons, making it even more deadly and unpredictable (collateral damage, crossfire, etc).

If you set those cons against the pros of "it's fun to sometimes target practice" then it's clear the better option is to ban them, like most countries do. Most people aren't against the actual mechanical contraption known as guns, they're against the fear a shooting can happen to them, their loved ones, or other innocents.

And in terms of protecting yourself from people who do have guns: guess what, in countries where guns are banned 99% of the bad guys also don't have them.