Jokes aside tho, all Marxist-Leninists that CAN learn a combat sport/self defense, definitely should. If you have the opportunity to learn how to legally use a firearm, or own one, I suggest that highly as well. And firearms while less legal, can be used by disabled comrades that can’t pick up combat sports or self defense training
I understand the statistics, but I'm skeptical of the idea that guns inherently make you and those around you less safe. I think discipline, peaceful conflict resolution skills and a healthy dose of reason mitigate the effects/risks of gun misuse.
And when it comes to self-defense, anything is better than nothing. But if you have options, study something practical.
By no means a full list but BJJ, Krav Maga, Muy Thai Filipino Kali, and Fencing all have very practical applications. Anything that has a focus on ending encounters quickly, whether by escaping or disabling an attacker, or protecting yourself from weapons is going to more useful than something that looks cool but prioritizes form and tradition over training for real life scenarios.