She doesn't know. She just wants to feel protected. Short of finding some muggers and purposely fending them off, I don't really know how to show her that I'd die to protect her.
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I think it's pretty clear myself, she asked you for protection. Don't even ask her what she means by it, just make up a list of everything you will PROTECT her from - jealous ex's , sticking up for her in awkward social situations, etc., etc.
Seems like a nice thing she asked. And doesn't seem weird question in least bit, to me. Definitely, a 'protection' question is something girl would ask a little ways along in the relationship. It's a SERIOUS question, and, I'm guessing here but I think she is SERIOUSLY liking you .
Time to let her know in words on paper that she can read right before you give her a Sweet Nothing (sugar-free candy) . Then go ahead, the mood is right. And you don't have to say another word more. Go on and....
kiss the girl .
Sha-la-la-la-la, me, oh, my, ...you better be tough here too, as the Lord leads, or as Disney song says, 'He gonna miss the girl.'