[She expects that kind of sentiment from him. She's not so sure she deserves it, and so averts her eyes when he smiles at her - with how sad she looks doing it, however, this time, at least, it should be clear it's nothing against him.
Her hands shake slightly as she takes the gun - and whatever she's planned to do with it, it can't be using it, since she's clearly not used enough to weapons to automatically think to check the safety. She hesitates, looking at her free hand, and for a second her bottom lip trembles before she removes the glove... and transfers the gun to that ungloved hand.
Nothing happens for nearly a minute. But then, suddenly, frost begins to spread from her hand, covering the gun - and the way Elsa gives a small, startled gasp, it's clear the ice isn't a conscious effort. Still, she grasps the gun tighter, until it's completely frosted over, until she's sure it must be completely frozen through.
--And then she throws it, with all the force she can muster, on the forest floor, where it shatters in a hundred pieces. Sorry, Bucky, did you need that thing?]