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If there’s one thing this last week has taught me, it’s better to have a gun and not need it than to need a gun and not have it.
— Clarence Worley · True Romance

Behind the line May contain spoilers.
Our reading
An editorial interpretation.
The speaker presents a preference for carrying a gun as a lesson learned during the past week. Reversing 'have' and 'need' makes the argument sound compact and decisive. The phrasing expresses this character's belief about preparedness, while leaving the week's particular events unstated.
Context reviewed