Your gun is your most important friend in this thing of ours. It can either protect you or get you killed.
You can either use your gun to Prowack players or wack players. Proing is the term given to the act of purposely attempting (and hopefully failing) to wack someone. Wack is the term given to killing someone.
You gain your gun once you complete 75 petty crimes but although you have a gun you are unable to use it till you reach the rank of Gangster. You are able to train your gun stats at the rank of Thug even if you don't own a gun.
Depending on your start up stats your marksmanship skill may already be high or it may be low. This will in turn affect how many times you will have to train your gun.
Once your Marksmanship skill has reached 100% you are considered to be 'maxed'. This means you cannot train any further and must now find other means of 'training' your gun.