Gotta start somewhere Achievement in Lara Croft and the Temple of Osiris

Weapons are found in various tombs. Some are hidden but most of them are pretty much unmissable. You can also earn weapons by completing challenges. The achievement will unlock after you gain your first weapon, which is probably the MP located in the first tomb "Pyramid of Osiris." After you complete the puzzle with the two fire balls, there will be a cut scene showing a bridge being extended so you can progress with the level. The gun is on the bridge.