I would be up front with them. Don't try and determine if they will have a problem with it before you say anything. Someday, you would have to tell them if it turned into a serious relationship so why wait? If anything, it should put her at ease. if she knows anything about a concealed license, knowing what we have to go through to get one. The FBI knows us better now than our close friends after that intense back ground check.
If they have a problem with it....move on to someone else. I would want to know - male or female - if they had a gun before I left with them. I would probably ask to see their license. Anyone can say they have a carry license. Then I would make the decision whether to go or not.
Silver - sounds like she was a nutcase anyway. Glad to hear you went to the police before it became a nightmare.