If we count BB guns, then no. I was given one at 9, but it was used and abused and pretty much fell apart by the time I was 14 or so. I think the pieces of it that are left are still at my parent's house somewhere.
The first honest to goodness firearm I owned is the shotgun I bought last July, which I do still have. Up till then I just used my father's firearms, since he has plenty of them.