Beating someone to death is much harder than just shooting him. The point in gun control is not to outlaw violence forever, but to make harming people (more) difficult.
Guns only do harm in the hands of those who use them to do harm though. I've heard of plenty of shootings in broad daylight and increases in gang activity in Sweden lately, and the gun restrictions don't affect the criminals and gangs too much since they just smuggle in their arms along with the drugs and the other good stuff. The difference it makes in the end is that it disarms the law abiding citizens. I can sincerely say that if I was a criminal I'd prefer to be it in a Scandinavian country, or something similar. Very little resistance from civilians, "humane" punishment etc.
I think Iceland is a NATO member, which means if they were to be invaded all the other NATO countries would come to their help. Sounds safe enough to me.

Which just means they have someone else doing the defending for them.
Indeed, and it doesn't have any army of its own so it poses no threat to other countries really. No one is going to think "oh darn, Iceland has a growing army and a political agenda? Better invade and stop them before it's too late" or "Iceland is making nuclear weaponry? We should invade them to make sure they won't have any." Really I think a lot of violence could be skipped if people didn't make themselves a threat in the first place.
And in case of some nutcase invading for profits there is NATO, granted I'm not even really that fond of NATO itself. Not everyone shares my sentiments though of course.
I doubt that Finland, Latvia, Estonia, Lithuania, Netherlands, Belgium, Greece, Poland etc were invaded during WW2 because of their mighty armies and imperialistic ways. Just to name a few examples. If you don't have the means to defend yourself you put yourself at the mercy of those willing to use force to get what they want. The countries with populaces willing to get rid of their forces due to peaceful mentalities are not the ones one should worry about anyways. I'm not convinced the world would be a better and more peaceful place if the allies had gone pacifistic when Nazi Germany started reving up their war machine, to be honest.