Reanimator

IME, players choose only initial weapons that make sense for their characters. For many investigators that means a tool that can be used as a weapon in pinch, like a jackknife or a cane. Handguns are pretty common for P.I.s and other tough guys who deal with shady characters and potentially dangerous situations. The girl reporter probably relies on her Scream for Help 55% skill-- but women do carry little guns in handbags just as men wear them in tailored coat pockets... Academics? Sure, they might own guns, but most won't carry them about concealed as a matter of course, unless the setting is urban and high crime. Later, investigators may start packing car trunks with things like shotguns, jerry cans of kerosene, axes, and so on. It depends on what monsters they've encountered (and survived). Local ordinances about firearms are a factor players may consider. Is unlawfully carrying a concealed weapon worth the trouble that might result if were police to find an unlicensed gun on an investigator during a search? Maybe. Maybe not. I usually run games in 1920s America.