Actually, you can set a gun as "preferred" in your Inventory. Right click on the icon of your weapon of choice, and you should have a choice to "Set as preferred". Doing that will cause you to whip it out everytime you go to guns.
On a side note, I strongly recommend that all new players grab the Q-Gun from the JohnQ collector near the Camon church. Good damage for a lowbie, low accuracy downgrade, and it has a DOT with a pretty good to-hit chance.
Camon Heights (John Q)
1121 -4 -516
Hardline: Camon C
6 Razor Blade Pendents
Q-Gun (Revolver)
Reuse time: 4.5secs
Base Damage 4-4pts
Range: 16m
Damage (20% Chance) Causes 18 Damage over 20 seconds
Ballistic Accuracy (-2pts)
Min Level 7
Hope this helps.