Can I go to a recreational shooting range on a J visa?

Good morning, folks.

I'm an immigrant in the U.S. on a J visa. Recently, I started looking for a place where I could learn recreational shooting, and I found a range that offers a beginner firearm safety course. I have absolutely no experience with firearms.

My question is: as a J visa holder, am I legally allowed to take the course and use a rental firearm under instructor supervision?

I did some research online and found conflicting information. Some sources suggest that nonimmigrant visa holders generally cannot possess or even handle firearms, while others mention exceptions. Before I sign up for anything, I want to make sure I'm following the law.

Has anyone here had experience with this or knows where I can find reliable information?

Thank you, and God bless y'all.