You get more money if you give her up though!!!! And a bit of a Chaos boost I think.
Anyway regarding Magic Bullet, I am a magic bullet user and it took kind of a long time for me to get it. Since Magic Bullet requires Gun Knowledge and Magic Control, you'll have to find a Type 38 Infantry rifle from somewhere (Gyukis rarely drop it, and are weak against rifles, so they're a nice place for gunners, otherwise you can buy one from another player but they are usually at super high prices so) to do Hakamada's quest that teaches you Gun Knowledge. Then, the part that really took the most time for me was getting 5 Makanda stones from the miniboss Omoikane in Celu Tower Bronze to learn Magic Control. I swear, he like never drops them, it's always Samandas and Tarundas argahagrahg (you can also buy them from players but again the prices are really damn high we're talking like 25k per stone?? what a ripoff right)
As for starting to use guns in the first place, you can just buy them from Mr. Hakamada at the Home 3 weapon shop, or any weapon shop for that matter. You'll need a gun, and bullets. Bullets L are better because their stacks are bigger (meaning less inventory space for more shooting), but go ahead and buy regular bullets if Bullets L cost more than 1 macca each. I'd recommend getting one of each type of gun (pistols, rifles, and shotguns) because they each do different types of damage (Long-Ranged, Penetrate, and Spread respectively). This is because some enemies have wildly different resistances. For example, the Koppa Tengu is weak against rifles, but resists Long-Ranged and Spread. It'd sure suck if you were caught in a dungeon and all you could inflict on them was scratches.
E: Now when you have equipped the gun and bullets, you can now use two different attacks: Shot and Rapid. (You can't use the old melee attacks like Rush and Spin, but you can still use Guard and Counter. That's important, I'll come back to it) Most gunners choose to specialize in only one of these, but I guess you could do both. If you really wanted. I guess.
Shot first. Shot is where you load a bullet into the gun, and then shoot somebody. It's the more basic gun attack. It's long range, and pretty decent. The main issue is the load time.
Rapid is faster loading than Shot, and the basic skill Trigger Happy allows you to shoot 3 bullets quickly. However, they're weaker and shorter ranged. Keep in mind, even if you choose to specialize in Shot and not Rapid, that doesn't stop you from using the basic Rapid skill. You can use Trigger Happy as a short range kind of quick defense mechanism. For example, if a dude's running at you and there's no time to counter or use a regular shot, then you can use Guard to lower the damage, and then use Trigger Happy to get a few shots at the enemy and knock it away from you while you follow up.
And as far as actual Magic Bullet skills go, there are the 4 element attacks (Force, Electric, Ice, and Fire are the order you get them in I think) and then there are various status effect bullets, like Poison. An important thing to note is, all of these attacks are stronger than the regular shot attack, so if the enemy has normal resistance against both guns and the element you want to use, then it'd be worth using the element shot to do a bit more damage. Also, the status effect bullets use the Magic affinity (it should have been Mystic because now everyone mixes up the Magic element with the Magic stat), which some enemies that resist guns are weak to. So it's worth using the status effect shots even if you don't really need the status effect to be applied.
I think that's it, just ask me if there's anything I didn't talk about here.