First of all, PayPal doesn't do transactions involving firearms:
We don’t allow PayPal members to buy or sell any kind of firearm, whether it’s in working order or not. The same goes for certain firearm parts and ammunition.
For example, using PayPal, you can’t buy or sell:
•Any firearm, including rifles, shotguns, and handguns, whether they’re for sport and recreation, collectibles, or curio or relic firearms.
•Firearm parts, including but not limited to receivers and frames, silencers, and kits designed to modify guns so that they fire automatically. High capacity magazines, multi-burst trigger activators, and camouflaging firearm containers are other items in this category.
•Ammunition, including propellants like gunpowder or blank ammunition; ammunition or cartridge cases; and primers, bullets, or propellant powder designed for any firearm.
https://www.paypal.com/us/webapps/helpcenter/helphub/article/?articleID=FAQ585&m=SRE
I've won several items on Gunbroker, including some rifles, a revolver, and some magazines. I've had zero problems.
If you've never done any auctions, here's what you need to do:
1. Do some research on the item(s) you want and learn about it (them). Know how they work, what constitutes the various conditions they can be in, any specifics relating to value, and get a feel for what constitutes a "fair market price" by shopping around. Just know what it is you want to buy and it's relative value.
2. Set yourself a budget and then STICK TO IT. It's really easy to get carried away or take things personal and can end up costing you more money than you had intended.
3. Talk to some local FFL people at some gun shops that you might like to use to have your winnings shipped to. Ask them if they will do transfers and, if so, get the information from them that you will need to send to the sellers on Gunbroker. Then, when you win something, call your local gun shop and inform them that you'd like to use their services for the item and give them the details. (So they have a heads up and won't be asking "***? Why did someone send us this gun?")
3. Payment: I use a credit card. You can pay by check, money order, certified bank note, or whatever else the seller will accept. If you have any questions because it's not clear, ask the seller BEFORE you bid to make sure you're both on the same page. If it involves any kind of check, expect the seller not to ship until the check clears.
4. If you're nervous, check the seller's ratings. If the seller has been around for a while, as evidenced by having at least a few previous sales and positive feedback, that should calm you some.
5. Help a brother out after you get your product. Leave feedback when everything is done. We all use the feedback to check sellers (and buyers).