Speaking as an American idk if that's where you're from
Generally target/practicing shooting is done with FMJs, whatever caliber the weapon you're being trained with is (probably .22 or 9mm if it's your first time depending on rifle/pistol). An FMJ is definitely lethal if you hit the right spot and aren't treated quickly enough but during lessons there'll be someone up your you-know-what basically the entire time teaching you proper safety and making sure you don't accidentally yourself/someone else, so it probably won't go well since even though they're not looking explicitly for suicidal, they're looking for dangerous moves anyway. Even without the presence of a trainer you'd still have to be fast because every range would have a safety officer also making sure no one accidentally does something dangerous
Plus, the obvious downside of also traumatizing everybody else there if that's something you worry about.