There are a lot of other dream details you didn't provide, and all of them will influence the meaning of this dream.
When and where did this take place?
Who was the shooter?
Does she die?
Why is she holding your hand?
Are you two just walking along or is she trying to hold your hand to keep you from going somewhere?
What was your reaction to this shooting?
Here is my interpretation based on the limited info provided:
You may have a fear of your mother's support ending. Something or someone may "target" her and prevent her from continuing to be by your side during your life journey. It could be an illness or accident. It doesn't always point to a waking life death though. It could mean that something will stop her from supporting you in life.
Are you afraid that she may not be able to agree with a lifestyle choice you're making? Or will she face social opposition if she does?
Also, you might subconsciously crave some independence from your mother. Or do not wish to be like her or don't feel as though you have the same traits.