In Tatiana Gonzales’s neighborhood, she said, people “can’t even go outside and play in the park without us feeling like we’re not protected.”

For Gonzales and about 60 students at her all-girls school in Brooklyn who walked off campus Wednesday, the event was not only an opportunity to show solidarity with the 17 people killed in Parkland, Florida, but also a chance to reflect on the ways gun violence has affected their own lives.

They marched down the streets with signs containing the names of the …