Should I talk to the neighbours?

[coastal]

I agree, it's too bad you even have to think like this, and I don't mean the OP, I mean any gun owner in general.

If it were me, I wouldn't bother bringing it up unless they asked you what hobbies you are into at a cul-de-sac block party. At that point I would proudly and enthusiastically tell them how fun your new competition shooting sport is.