Well, a normal gun can be rather dangerous. A gun with a bullet is more dangerous than what I have, it's hard to limit it's power if nothing else. Either way, it's a flying fast piece of metal and there's a ton of problems that can happen if the bullet doesn't go through completely even if it misses vital organs and the person doesn't go into shock.
[Pauuuuse.] Basically, in a place without a hospital, it can be very dangerous.