The Ending and the Real Story (spoilers)
Joe had the gun in her hand in bed. To me, this can only mean premeditation: she has already told the story about the gun and her coat, so she was not hiding it.
This clue leads me to believe that her 'debt collector' story, which may or may not be true, revealed her intention behind the whole 'confession': She was indeed trying to crack Seligman, and almost failed as the man showed no emotion to any of her sex stories. She always needed a clue to start her story perhaps because she was making at least part of it up on the go. Even Seligman noted several times how unbelievable her story has been.
Joe most likely is a nymph, and she certainly is a sociopath. These are her 'skill set', and she used it in this film.
Rammstein's 'Lead Me' is another clue: I guess it means Seligman is another sociopath, whose supposed sexual purity, as contrasted by Joe's sexual deviance, hints at his intellectual deviance.