But a handgun for protection is essential not only from natives
That is pretty much not true at all. You are actually much safer than the locals (natives?), who do not have access to lawyers, bodyguards, consulates, etc. Generally, if something bad happens to a westerner in some out-of-the-way village, they can expect holy hell to rain upon them. I know that if anything ever happened to me, aside from the consulate, the local police, and the embarassment to the local government, my brother would show up with $50,000 to hire someone to figure out who did it and to get them. And for $50,000, a lot of trouble can be wreaked in Africa.
But more to the point, Africans are very conservative people, with a real old-world politeness. Sure, they kill each other in some very unfortunate cases, but the Russians and Germans have done a bit of that themselves over the last century, and we don't think of Europe as inherently dangerous. Most of Africa is a very pleasant place to travel, and very safe. The cities, especially Johannesburg, are different, and should be treated with caution. Johannesburg is about as dangerous a city as there is, so heads up.
You can explore Africa, but you will not be carrying a gun in most places, at least not legally. Generally, if you want to have firearm protection, you will have to find a local guide/bodyguard who will in all likelihood be a translator, negotiator, and will know local customs and when is a good time to get the hell out of there. He will probably cost less than $25 a day, be loyal, dependable, and by the end of the trip, a good friend. He will be the best money you ever spent.
Nowadays Africa is big on bureaucracies, and there are laws on everything, including guns. There are a few exceptions, but you better be sure they apply to non-residents (African jails are not to be recommended, they say). If you feel the need for protection, carry a machete like every other African. It will probably be more useful in most any but the most dire circumstances. Often, having a gun marks you as party to the local dispute, so oft times it is better to at least appear unarmed.
You will not be wandering around East Africa on foot under most any circumstances, even if you have a bazooka, unless you are a skilled tracker. A lion can sit in the grass and you will pretty much trip right over him. Most places it is not allowed. There are definitely places to explore in Africa, just make sure that lions and land mines are not issues, and that the local tribe is friendly. Sometimes you have to talk to the local chief to get permission. Sometimes this requires negotiation. Sometimes this negotiation takes days. Don't be in a hurry. Those Victorian explorers used to disappear into Africa for years at a time.
Hunting in Africa is generally a guided and pretty controlled experience, unlike American hunting. At least, that is my understanding. Someone here MAY be able to tell you how to bring a gun in as a hunting weapon that you just keep on you as you explore, but that may be a long shot. I have often fantasized about bringing a .44 Trapper take-down rifle as a do-all gun that is compact and concealable, but it would require getting permits. Many permits. Many stamps in purple ink and many signatures from bored bureaucrats. Hiring a steely-eyed bodyguard is much easier.
Exploring Africa is definitely fun, but the days of slashing through the Congo with a machete and a Webley in a flap holster are gone, if they ever really existed. You will need a local to guide you unless your circumstances are VERY unusual. Remember, even Alan Quartermain traveled with Umslopagaas.
Go out and have fun! And get your vaccinations!