That really depends on if a gun range is really neutral enough grounds- if she's the kind of warrior girl you say she is, the place might be a little distracting to her. Why not something simpler, like a park, or a cafe- someplace where it's easy to just relax and have a conversation about what's been going on with the both of you?

If you get tongue-tied though, try not to panic- just remember to try and stay relaxed and not to force yourself to do things too fast. No matter what, if you take things at your own pace, and you'll always get where you need to go.