After all, if I am just a small entrepreneur, a local gang could seize everything I have. And there would be an unthinkable number of such gangs due to the crude nature of humans and an unwillingness to work. Am I supposed to rely only on a gun in my pocket?

Tigrenok

I analyzed this topic in great detail in the script for the Libertarian Band video on the conditions for the stability of anarchy; you can even skip reading further and just watch the video instead.

If you happen to find yourself in an impoverished society where robbery is significantly more profitable than peaceful labor, then you, as a small entrepreneur, will indeed have to rely on both your gun and a good “roof” (protection)—you will spend a very significant share of your income on protection in one form or another, and the cost of your distrust toward everyone will be factored into the price of the goods you sell, which consumers will have to pay for. Thus, your life will be poor and dangerous, and you will be seriously outperformed in labor productivity by your peaceful neighbors—and it will remain this way until a certain critical mass of people in society crawls out of the swamp of poverty: money provides confidence in tomorrow, meaning it expands people’s planning horizon. In this way, they unlearn the principle of “you die today, and I’ll die tomorrow” and switch to a “let’s let each other live” mode.

In any case, regardless of your starting conditions, you will not be able to transition to a peaceful, stable, stateless society until you are personally ready to defend your individual freedom. That is, as you quite correctly noted, rely on the gun in your pocket. A gun in a safe that you do not dare use, regardless of what happens, will not help you at all.