Re: I finally bought a handgun.
Scott,
The best advice I could give is: dry fire practice. Buy some "A Zoom" snap caps and dry fire, lots. Paste an appropriate target on a "safe place". I use a 1" black dot on a piece of paper at 7 yards. Dry fire for 20-30 minutes or until you get tired. After weeks of dry fire, you should see improvement. When shooting, have someone load a snap cap somewhere in your magazine and watch you shoot. Any flinching problems will be readily apparent when your striker falls on a snap cap.
When you dry fire, no live ammunition anywhere in the room. Assume the pistol is always loaded. Never pull the trigger when the gun pointed at something you do not want to destroy. Many good shooters spend as much if not more time dry firing than shooting live rounds.
Every time I pick up a handgun, I check the chamber and mags. If I set the gun down for a minute, I check it again.
I'm not familiar with the Sigma but, if it's like other striker fired pistols, you should be be able to pull the slide back partially to reset the striker and be able to dry fire. No need to pull the slide back all the way and eject the snap cap, re-load into a mag and re-cycle.
Main focus should be on your front sight with the target being somewhat blurry.
You should always load ammo (or snap cap) from the mag. Don't drop one in the chamber and drop the slide. Not good on the extractor and, if the firing pin is stuck so it's protruding from the breechface due to a jammed firing pin or broken firing pin spring, you can have a "slam fire". Don't drop the slide on an empty chamber. Not good for the pistol. Just "ride the slide" down when closing the slide on an empty chamber. I then pull the trigger while pointing the pistol in a safe direction as an additional check. Some folks keep a bucket of sand handy to do this with.
Safety first. Do not get distracted. Always check and double check your chamber and mag. When unloading, always drop the mag first then rack the slide and check the chamber. Really check the chamber. Drop a pencil down the barrel if needed. Extractor hooks can break and leave a round in the chamber. Again, make sure the mag is removed. At the local range, I watched a guy lock his slide back, visually check the chamber, drop the slide and pull the trigger. Fortunately, the pistol was pointing down range. Yep. He forgot to drop the mag and there were rounds in it. Not the kind of a surprise anyone likes!
Have fun and be safe.
WyoBob
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