Amendments don't protect you from physical harm by other citizens.

No, but my concealed pistol (that pesky second amendment) indeed does.

"If you exercise your rights, you will be hurt" - what a world to live in.

Depends on where you are. Defending against getting punched in the face by shooting them will get you thrown in prison a good portion of the time. Sometimes being a piece of shit should result in an ass whupping.

That a physical threat?