Yes, self-defense laws vary state-by-state. Confusing it even more, your city and county might vary on how vigorously they prosecute state law, as well as other ownership and storage laws.
Best advice, many gun shops offer a regular free or low-cost class on local laws. Look around and see if you can’t find one. Failing that, an hour with a defense attorney who is familiar with gun cases will be educational.
Decent advice, and welcome to FR from a fellow CO FReeper.