You explained it fine, he was making a joke
Actually, I wasn't. The way I read it, HE was crying. Sorry for the misunderstanding.
My wife reacted similarly a couple times when we went shooting together early in our time together. Now she is fairly confident (though she still has moments of self-doubt), and has become a pretty good shooter.
Handling a firearm is scary for some people, and it takes perseverance along with a patient teacher to help them become used to shooting.
That has to happen first, then you can work on the details like hitting your target.