crazysccrmd
A gun is an artillery piece or an Abrams main gun. A rifle, pistol, shotgun, etc is a weapon or a firearm. A machine gun (240, M2) can be called a gun as well.
To the majority of people who work everyday within the "Firearms Community" there are differences. Crazy did a decent job of hitting on it earlier. The people who make a profession within the "Firearms Community" tend to be a little more specific with our language for the simple matter of easier communication between each other. For the most part, it is now more acceptable to refer to a handgun as a "Pistol, Revolver, or Sidearm" different rifles can be called "Carbines, Assault Rifle/Patrol Rifle, Distance Rifle, Precesion Rifle, etc.." and most shotguns (though they do have the name gun in them) are still referred to as shotguns. You'll note that most of us prefer to be in a Firearm Community title rather than a Gun Community simply because the later has become a little less accepted as professional language. Just as a lawyer or doctor might say some things that would mean the same as if it were said another way, but it is not the preferred method.
"Guns" with this topic usually refer to either a type of Machine Gun or Extreme caliber such as an artillery or howitzer piece (hence the phrase 'bring out the big guns'). Think of the word "Gun" now being more the overall group name for those weapons. Just as "Small Arms" has become the group name for most sidearms, rifles, and shotguns.
"Firearms" can mean any of the above, but has become more common with the small arms type weapons.
However, most of us that do work in this community learned these language quarks from Law Enforcement, Government, or Military training. It is used there again simply for more precise communication. It doesn't mean we won't know what you're talking about when you say your "Gun..."
It might seem silly and useless to a good majority of people, and in fact it may be, but for people that have spent some time in Intelligence, or Reconnaissance type roles this language serves a very real and useful purpose. I'd imagine that the language just kind of stuck with many of those people and others might have just picked up on it by accident.
For your purpose of calling a paintball gun a "marker" I think you're doing exactly the right thing. It is not received as an aggressive word and makes certain that people who are listening to you know exactly what object you are in fact talking about.
Probably much more in depth than you were asking for, but if you were actually curious as to the origins of this language there's a sum-up.