Skills you could invest in are the handgun skills like Bullet Shower and Desperado. Those two are the main skills for any Gunslinger. When you get enough skill points you can then invest in shotgun skills for higher damage output or you can try the coin skills for self-support.
(http://ro.doddlercon.com/guides/hugel/gunslingerchart.gif)
Playing Gunslinger is a good choice among many other classes to start off with. If you're looking for places to train, I recommend training at Ant Hell for starters. Good EXP, and the monsters there don't hit hard like other places. If you're looking for a place with stronger EXP go to Orc Dungeon.
Now, if you're looking for a place to buy Gunslinger weapons & bullets, here's a good description of how to get there.
Click on the Orange Fifty's Burger Joint looking girl called Warp Girl next to the Doctor that looks like Dr. Wiley from Megaman, which can be found in every town. Then Click Cities-> Einbroch, and go south a little past the repairman, go right on that bridge, and north toward this little square area where there are shops. Hope that helps.
Ok, I hope that helps and welcome to AnthemRO.