Hey, I took my class from Dan too...
You're looking at two different things in reality. Getting a CCW is one thing, and carrying a weapon is another.
Having your fingerprints on file should not be a big deal. Hell, in the papers know it's coming out that lots of states are keeping babies DNA on file forever.
So you're probably in El Paso County since the PDI class last night was there? If so, get your CCW now and the sheriff won't put you in the drivers license database as a person of interest.
Now, as for carrying a firearm, you can ease yourself into it. Spend a few weeks carrying only when you're ready for it, such as going out to get gas and a cheeseburger at night. You'll find you'll get much more comfortable after just a few trips out.