My parents both used to get onto me as a kid/teen for constantly getting involved in situations that "weren't our business" simply to diffuse it. It wasn't that they were being cold-hearted, but they saw their smallish daughter going into situations without thinking of the consequences.
I know today that I still have those leanings. I still want to stick up for the underdog since I've found myself to be the underdog in so many situations. My own CHL instructor put it perfectly: He told us that we don't necessarily know all the ins and outs of a situation when we hap upon it. Not only that, but our CHL does not train us to become instant officers--it trains us to protect OURSELVES.
Also, what would it do to my family if I were killed? What would it do to my family if I were sued? Not only would both scenarios affect my family during the course, but would affect them for years.
Personally, I would be a good witness in the situation. I know better than to think I can control bullets in a crowded mall built with materials that don't always stop/absorb lead.
I would call 911, get pictures if possible, and get all the information possible. If said knife-weilder wants to turn his attention to me (or to one of my relatives, since I know pretty well who has a right to go near them), then he's just messed with the wrong girl.
If said offender had a gun, I would take cover while doing all my calling, but my hand would be on my gun, and the safety would be promply removed.
Please remember something: a CHL is available to ANY law-abiding citizen that is 21 or over. At some point, people need to be responsible for THEMSELVES.
Also remember that the CHL is a highly controversial subject. That person you're wanting to rescue? He/she might just get up on the stand and slam you for your audacity to carry a concealed weapon in a public place. (After all, there are
children around.

)
If I may quote Longtooth, "That's my two cents. Some might think its worth half that." (but you're still getting it.)
"If a man breaks in your house, he ain't there for iced tea." Mom & Dad.
The NRA & TSRA are a bargain; they're much cheaper than the cold, dead hands experience.