A visit with the Sheriff

I got up early yesterday to get feed for the animal from the Co-op before they closed at noon. I really like that place, they have the most interesting stuff. :) Anyway I got back home and started watering the cows when the county sheriff pulled into my drive way, I don't know about you but that usually gives me a sinking feeling, could just be me though ;). He introduced himself and asked if we called 911, I immediately thought of the children but that wasn't it. He was inquiring because he was recommending that we call 911 so that they know where we are in case of an emergency. Having never lived in a rural anything, this seemed rather bizarre. Then he went on to ask if we had a weapon, I thought I was being rather reassuring when I eagerly said no. He then told me that I might want to consider getting one. My first thoughts were, is he serious? I mean why would I need a weapon? I'd thought about it sure, but that is usually in fits of complete panic which I can be prone to now and then. Then he asked if we had little ones and I told him yes, he said well, it's just a suggestion, or maybe it would be better to just call 911. (since they'd now where I am). I thanked him kindly for his visit, told him we would keep it all under consideration, reassured him that if we did get a weapon that my oldest was at least trained an with that he left.

I am new to this rural life, is this normal? How great is the threat of coyotes and/or wild dogs? Would you get a weapon? What kind of weapon would you get? So many questions,so little time.