Just an FYI. There is a reason the .40 versions of many small single stack guns are easier to find than the 9mm versions. The .40s are terrible shooting guns.
Timo - The bodyguard is a fine gun. But to add to my point, you aren't very good with it. Yet. (All assuming this is your first gun and you're not ex-military or something like that) You probably aren't much better off with that gun than you are unarmed. Things like holster draw, point shooting, shooting quickly, use of cover, low light shooting (90+% of all defensive shootings happen at night) use of a flashlight, etc. are all things that you've never practiced.
You have purchased a firearm that is a far from ideal platform for developing those skills. So you now have a good defensive pocket gun to carry around, but you don't have the skills to use it well. Maybe its just my way of thinking that i'd rather develop the skills before I buy the hardware.
Good luck. Practice. But don't practice for too long each session. With that little gun, you WILL develop a nasty flinch if you shoot it too much at each session. You can buy a gun like this for about $300.
You will have it for a long time, and you can use it to develop every skill from marksmanship fundamentals (grip, stance, NPOA, trigger control, sight picture, sight alignment, follow through, etc.). You can also use it to practice defensive skills with ammo that cost about 15% of what .380 ammo costs. Also, because recoil is so mild, you can shoot hundreds of rounds per session without the fear of developing a flinch.
Don