Like they are saying, in some places it's legal and in some places it isn't. In Wichita I believe it is considered a felony. Naturally I can't speak for the entire state, but my advice from a legal stand point is to not do it.
In the KC area a person can literally drive a mile and pass through three different towns/cities, each with different firearms ordnances.
Even those areas that allow open carry, I would expect to be harrassed and probably arrested. The police cannot know every law. Our laws are so damn convoluted and differ from region to region the average joe has probably committed a few felonies and not even known it. And to make things more interesting the average police officer probably wouldn't have known a few felonies if he had seen them.
As far as cougars go, I know they are here. I have seen them at my grandparents farm just west of Topeka. My grandfather has taken to carrying a .30-30 when doing most of his farming because of them.
We've seen a couple hit by cars and a shecat has been using the hay bales at my grandparents as a lair and for birthing kittens.
From a legal standpoint I would not recommend carrying in this state, but from a survival standpoint, especially while out in the bush I would say it is almost essential. Though, if you want to actually use the gun, go with a friend and both of you should be armed. A gun isn't much good against an animal that surprise attacks and can kill in the first hit.