When starting a new character the only thing you get are a flash light, bandages and painkillers. No gun. Once you find a gun and quit the game you will have it the next time you play. Once you die you lose everything and start with the same three beginning items again. I am not sure why you think other people start with a gun, maybe you read it in an old post or something. You used to start with a pistol but not any more. And please stop bringing up money, this mod is free for players of Arma2. If you purchased Arma2 solely for DayZ without doing some reading that is not the Devs fault. DayZ is in Alpha and you should expect it to be unplayable at times.