It varied a lot from country to country and to a degree era by era. Can you narrow it down some?

England for instance, had few laws as far as I could tell about the carrying of concealed weapons. Conan Doyle makes common reference to the casual carry of revolvers in this Sherlock Holmes stories, which suggests that such acts were acceptable. A number of British and Belgian firms also made inexpensive revolvers for pocket carry, which shows a healthy market for personal defense guns.

England had a thriving marksmanship culture, and many fine target and sporting rifles and shotguns were built, often off of current military pattern rifles of the time.

In Norway at least, widespread ownership of rifles was seen as a means of defending the country; as late as the German invasion in 1940, many of the initial skirmishes, eg Midtskogen, were fought as much by rifle clubs as by the regular army. The nationalist movement of the second half of the nineteenth century was pretty strong on peasant militias; orienteering and skiing were both initially promoted as useful wartime skills. The battle of Kringen (really, a tiny skirmish), fought by precisely such peasant militia on the Norwegian side, became rather mythologised; the song contains the line "the rifle hangs no more on the wall; aimed by the grey-haired snipers" (my translation).

Sweden had no gun laws at all until 1927. Many free-holding peasants (which was about 50% of the male population) owned a hunting rifle and/or a hunting shotgun.

The urban poor had little use for or could rarely afford a firearm.

Weapon laws were introduced 1927, mostly as a response to the fear of communists or anarchists "running around with a revolver in their pocket". If you owned land you would automatically get a license for any hunting weapon. Feeling the need to protect yourself was reason enough to get a licence for a pistol or a revolver.

Gun ownership was pretty much a non-issue since the poor and criminal rarely could afford guns.