It is common for folks new to self-defense, or new to carrying a gun, to think a lot about it. This isn't much different from any other hobby, but the thoughts can get pretty intense because, well, using lethal self-defense pretty well cuts right to the heart of all your most deeply held ethical and moral beliefs. If you've come to the mindset as an adult, you have to make some pretty extensive internal readjustments, and that takes a lot of thought. You might even have dreams about it, which is just another way for your brain to process the new information and new experiences you are giving it to chew over.
It'll settle down after awhile.
You can speed up the process by reading a lot about defensive topics and getting some good training while you are still in that mode. The new information helps tamp down your new resolve to protect yourself, and training helps you build confidence so you don't fixate on the horrids but just on learning to do what you need to do.
If you find yourself hung up with frightening dreams or really scary daytime reveries, it
might mean that your subconscious mind is aware of something you haven't yet consciously processed. Instead of shoving away the scary stuff, deliberately think those ones through and try to figure out what you're missing -- maybe you need to put a flashlight near your bed, or get a better lock on your front door, or purchase a gun you trust more than the one you've got. Whatever it is, figure it out and fix it and the scary stuff will go away.
If you find yourself thinking about it "too much," as in it's interfering with your life, well -- go ask someone besides anonymous strangers on the internet. Maybe a psych doc of some sort.
pax