Just to add to the handgun conversation for info only.
In Colorado you can carry any handgun during any season for self protection. You can even carry it concealed. However, you can only use it on game in rifle seasons if it's meets the minimum specs. If you were to use it to finish off an animal in bow, or muzzleloader seasons it's illegal. However, in any season you can use it to protect yourself from attack.
Personally, i've never carried a handgun, and in 60 years of hunting i've never needed one. If I was the type to get scared I might carry bear spray.