As someone with zero firearms knowledge, and zero real need to educate myself (urbanite NZer FTW!) I find that the stats gained by using the ‘I’ button are practically all you need. The most important stat is what ammo it uses … if you don’t have the right ammo, then it is useless to you.
Once you have removed the guns and ammo that you can’t use, with the two things you want to compare on your person, or on the ground that you are standing on, push ‘I’ (for Igloo), and then ‘.’ . Any stats that are white are the same, green stats are better, and red stats are worse. Pretty much all the stats are self explanatory (better/lower dispersion makes you more accurate, better/higher damage does more damage, etc. etc.). Some stats are for using the weapon as a melee bludgeoning tool (such as to-hit and attack speed), and for most cases, can be completely ignored.
I tend to run around with a high damage, high dispersion, high recoil, small volume gun for quickly taking out big guys (generally I wait until they are 4 or less tiles away, and then plug them full of lead), and if I ever got to survive long enough I plan to get a low dispersion, high volume, bad-stats-everywhere-else gun, with plentiful ammo, for sniping long distances. I don’t even need to know what type of gun that would be, but the numbers don’t lie 