To best understand your dreams, it is important to acknowledge that the context of your dream is extremely important. The events within the dream are related to your experiences in your waking life, along with your knowledge of the world around you. When you dream about being held hostage at gunpoint, this is a reflection of your knowledge of shootings and violence throughout the world.
What does it mean when you have a dream about being shot in the head? What does it mean if you live or die after getting shot?